# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-26-021409
**Filing Date:** 2026-5
**Character Count:** 2709259
**Document Hash:** a58540c616accc8ea9d889cdfb19f5d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021409.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021409

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 261024903

**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 BALANCED ASSET ALLOCATION PORTFOLIO (Series ID: S000006793)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000018401 | AST BALANCED ASSET ALLOCATION PORTFOLIO |  |

## Nport-Ex

AST BALANCED ASSET ALLOCATION PORTFOLIO

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments — 90.9%** | **Long-Term Investments — 90.9%** | **Long-Term Investments — 90.9%** |
| **Affiliated Mutual Funds — 27.2%** | **Affiliated Mutual Funds — 27.2%** | **Affiliated Mutual Funds — 27.2%** |
| **Domestic Equity — 9.3%** | **Domestic Equity — 9.3%** | **Domestic Equity — 9.3%** |
| &nbsp;&nbsp;&nbsp;AST Large-Cap Growth Portfolio\* | &nbsp;&nbsp;&nbsp;11837687 | &nbsp;&nbsp;&nbsp;$1182821654 |
| &nbsp;&nbsp;&nbsp;AST Large-Cap Value Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;7948374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492560761 |
| &nbsp;&nbsp;&nbsp;AST Small-Cap Equity Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;3891817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334774057 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison Natural Resources Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1993237 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;2012149709 |
| **Fixed Income — 17.1%** | **Fixed Income — 17.1%** | **Fixed Income — 17.1%** |
| &nbsp;&nbsp;&nbsp;AST PGIM Fixed Income Central Portfolio\* | 303771412 | &nbsp;&nbsp;&nbsp;&nbsp;3636143799 |
| &nbsp;&nbsp;&nbsp;PSF PGIM High Yield Bond Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;4486818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35086920 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;3671230719 |
| **International Equity — 0.8%** | **International Equity — 0.8%** | **International Equity — 0.8%** |
| &nbsp;&nbsp;&nbsp;PGIM Global Real Estate Fund | &nbsp;&nbsp;&nbsp;&nbsp;4176154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88409180 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison Emerging Markets Equity Opportunities Fund | &nbsp;&nbsp;&nbsp;&nbsp;3767670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78518248 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166927428 |
| **Total Affiliated Mutual Funds<br>(cost $5,203,315,542)(wa)<br>** | **Total Affiliated Mutual Funds<br>(cost $5,203,315,542)(wa)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;5850307856 |
| **Common Stocks — 33.9%** | **Common Stocks — 33.9%** | **Common Stocks — 33.9%** |
| **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** | **Aerospace & Defense — 1.2%** |
| &nbsp;&nbsp;&nbsp;Airbus SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14649185 |
| &nbsp;&nbsp;&nbsp;ATI, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14458724 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4546685 |
| &nbsp;&nbsp;&nbsp;Boeing Co. (The)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10657857 |
| &nbsp;&nbsp;&nbsp;CSG NV (Czech Republic)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348499 |
| &nbsp;&nbsp;&nbsp;Elbit Systems Ltd. (Israel) (TASE) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088388 |
| &nbsp;&nbsp;&nbsp;Elbit Systems Ltd. (Israel) (XNGS) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602461 |
| &nbsp;&nbsp;&nbsp;Embraer SA (Brazil), ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180560 |
| &nbsp;&nbsp;&nbsp;FTAI Aviation Ltd.(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5904500 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19687442 |
| &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20779910 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19374311 |
| &nbsp;&nbsp;&nbsp;Leonardo SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966737 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3324145 |
| &nbsp;&nbsp;&nbsp;MTU Aero Engines AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268475 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21564924 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7194143 |
| &nbsp;&nbsp;&nbsp;Rolls-Royce Holdings PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;1020775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15508048 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39931264 |
| &nbsp;&nbsp;&nbsp;Saab AB (Sweden) (Class B Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7026491 |
| &nbsp;&nbsp;&nbsp;Safran SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14212551 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4923445 |
| &nbsp;&nbsp;&nbsp;Thales SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669084 |
| &nbsp;&nbsp;&nbsp;Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12157827 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255025656 |
| **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** |
| &nbsp;&nbsp;&nbsp;C.H. Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387681 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8611100 |
| &nbsp;&nbsp;&nbsp;DSV A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236522 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Air Freight & Logistics (cont'd.)** | **Air Freight & Logistics (cont'd.)** | **Air Freight & Logistics (cont'd.)** |
| &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12680008 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23915311 |
| **Automobile Components — 0.1%** | **Automobile Components — 0.1%** | **Automobile Components — 0.1%** |
| &nbsp;&nbsp;&nbsp;Aisin Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270492 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC\* | &nbsp;&nbsp;&nbsp;145500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10103520 |
| &nbsp;&nbsp;&nbsp;Aumovio SE (Germany)\* | &nbsp;&nbsp;&nbsp;&nbsp;16434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643573 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp. (Japan) | &nbsp;&nbsp;&nbsp;117900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2456832 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA (France) | &nbsp;&nbsp;&nbsp;&nbsp;63326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2169479 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;58000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295565 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18939461 |
| **Automobiles — 0.6%** | **Automobiles — 0.6%** | **Automobiles — 0.6%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;33980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3143379 |
| &nbsp;&nbsp;&nbsp;Ferrari NV (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759702 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;361700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174018 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;307055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22875598 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;728100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892931 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors Ltd. (Japan) | &nbsp;&nbsp;&nbsp;253600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652035 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd. (India) | &nbsp;&nbsp;&nbsp;&nbsp;61389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925562 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG (Germany) | &nbsp;&nbsp;&nbsp;120634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7414515 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | &nbsp;&nbsp;&nbsp;120634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871892 |
| &nbsp;&nbsp;&nbsp;Subaru Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;90200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453248 |
| &nbsp;&nbsp;&nbsp;Suzuki Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;88400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077483 |
| &nbsp;&nbsp;&nbsp;Tesla, Inc.\* | &nbsp;&nbsp;&nbsp;192094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71410944 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;679300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14120846 |
| &nbsp;&nbsp;&nbsp;Yamaha Motor Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;49200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355440 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139127593 |
| **Banks — 2.4%** | **Banks — 2.4%** | **Banks — 2.4%** |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV (Netherlands), CVA | &nbsp;&nbsp;&nbsp;&nbsp;17432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552609 |
| &nbsp;&nbsp;&nbsp;AIB Group PLC (Ireland) | 1008198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10762629 |
| &nbsp;&nbsp;&nbsp;ANZ Group Holdings Ltd. (Australia) | &nbsp;&nbsp;&nbsp;256074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6439045 |
| &nbsp;&nbsp;&nbsp;Banca Monte dei Paschi di Siena SpA (Italy) | &nbsp;&nbsp;&nbsp;144434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260263 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA (Spain) | &nbsp;&nbsp;&nbsp;379911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8205914 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA (Spain) | &nbsp;&nbsp;&nbsp;992556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11127266 |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM (Israel) | &nbsp;&nbsp;&nbsp;205241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820085 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM (Israel) | &nbsp;&nbsp;&nbsp;&nbsp;67844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517185 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;481402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23468348 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group PLC (Ireland) | &nbsp;&nbsp;&nbsp;&nbsp;21230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385181 |
| &nbsp;&nbsp;&nbsp;Barclays PLC (United Kingdom) | 3071176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16072950 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA (France) | &nbsp;&nbsp;&nbsp;167002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15909215 |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd. (China) | &nbsp;&nbsp;&nbsp;591000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260551 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA (Spain) | 1056019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12659196 |
| &nbsp;&nbsp;&nbsp;Chiba Bank Ltd. (The) (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;57500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744312 |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;&nbsp;274298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31108136 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6236880 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia (Australia) | &nbsp;&nbsp;&nbsp;106873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12515557 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA (France) | &nbsp;&nbsp;&nbsp;257261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4801609 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S (Denmark) | &nbsp;&nbsp;&nbsp;110421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5441833 |

---

A1

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;45110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2007401 |
| &nbsp;&nbsp;&nbsp;East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432206 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG (Austria) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023432 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC (United Kingdom) | 1919147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31517371 |
| &nbsp;&nbsp;&nbsp;ING Groep NV (Netherlands) | &nbsp;&nbsp;&nbsp;538850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13986757 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA (Italy) | &nbsp;&nbsp;&nbsp;927065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5606782 |
| &nbsp;&nbsp;&nbsp;Japan Post Bank Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;135500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210035 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;218009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64129527 |
| &nbsp;&nbsp;&nbsp;KBC Group NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;23681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898365 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC (United Kingdom) | 5458930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765989 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;44482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195319 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc. (Japan) | 1317500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22310459 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;119400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4833761 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. (Australia) | &nbsp;&nbsp;&nbsp;146909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249441 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC (United Kingdom) | 1149045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8512064 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp (Finland) | &nbsp;&nbsp;&nbsp;413922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7127391 |
| &nbsp;&nbsp;&nbsp;NU Holdings Ltd. (Brazil) (Class A Stock)\* | &nbsp;&nbsp;&nbsp;592572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8515260 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp. Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;328800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5631608 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;84407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17564253 |
| &nbsp;&nbsp;&nbsp;Resona Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4597322 |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC (Russia)\*^ | &nbsp;&nbsp;&nbsp;192384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Societe Generale SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;62070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4532159 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;194602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055477 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;402100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13221179 |
| &nbsp;&nbsp;&nbsp;Swedbank AB (Sweden) (Class A Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;97843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3334834 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;411122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18899278 |
| &nbsp;&nbsp;&nbsp;U.S. Bancorp | &nbsp;&nbsp;&nbsp;381248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19828709 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA (Italy) | &nbsp;&nbsp;&nbsp;128852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9244333 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;501331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39910961 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. (Australia) | &nbsp;&nbsp;&nbsp;129336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3574235 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794132 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520798804 |
| **Beverages — 0.3%** | **Beverages — 0.3%** | **Beverages — 0.3%** |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;96776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6695554 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. (Japan) | &nbsp;&nbsp;&nbsp;660200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591853 |
| &nbsp;&nbsp;&nbsp;Carlsberg A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;39755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4963354 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. (The) | &nbsp;&nbsp;&nbsp;208565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15861368 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC AG (Italy)\* | &nbsp;&nbsp;&nbsp;&nbsp;34887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965157 |
| &nbsp;&nbsp;&nbsp;Diageo PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;71798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335243 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;45325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225611 |
| &nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;75400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985282 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;339200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5395379 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;79900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789554 |
| &nbsp;&nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;126830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19695430 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73503785 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Biotechnology — 0.7%** | **Biotechnology — 0.7%** | **Biotechnology — 0.7%** |
| &nbsp;&nbsp;&nbsp;AbbVie, Inc. | 244760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$53232852 |
| &nbsp;&nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;&nbsp;42387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14913866 |
| &nbsp;&nbsp;&nbsp;Argenx SE (Netherlands)\* | &nbsp;&nbsp;&nbsp;&nbsp;4626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357269 |
| &nbsp;&nbsp;&nbsp;Argenx SE (Netherlands), ADR\* | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4454525 |
| &nbsp;&nbsp;&nbsp;Biogen, Inc.\* | &nbsp;&nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3336606 |
| &nbsp;&nbsp;&nbsp;CSL Ltd. (Australia) | &nbsp;&nbsp;&nbsp;54656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5368256 |
| &nbsp;&nbsp;&nbsp;Exelixis, Inc.\* | &nbsp;&nbsp;&nbsp;77400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3319686 |
| &nbsp;&nbsp;&nbsp;Genmab A/S (Denmark)\* | &nbsp;&nbsp;&nbsp;&nbsp;5699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534863 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences, Inc. | 101267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14113582 |
| &nbsp;&nbsp;&nbsp;Incyte Corp.\* | &nbsp;&nbsp;&nbsp;79400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7473128 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences, Inc.\* | &nbsp;&nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5506732 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;21503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16614078 |
| &nbsp;&nbsp;&nbsp;Swedish Orphan Biovitrum AB (Sweden)\* | &nbsp;&nbsp;&nbsp;34746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456221 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253324 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;8007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575446 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140510434 |
| **Broadline Retail — 0.9%** | **Broadline Retail — 0.9%** | **Broadline Retail — 0.9%** |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. (China), ADR | &nbsp;&nbsp;&nbsp;28640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3593174 |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.\* | 804605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167575083 |
| &nbsp;&nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323450 |
| &nbsp;&nbsp;&nbsp;Macy's, Inc. | 461500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8348535 |
| &nbsp;&nbsp;&nbsp;MercadoLibre, Inc. (Brazil)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120405 |
| &nbsp;&nbsp;&nbsp;Next PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;10878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1837826 |
| &nbsp;&nbsp;&nbsp;Pan Pacific International Holdings Corp. (Japan) | 179400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094386 |
| &nbsp;&nbsp;&nbsp;Prosus NV (China)\* | &nbsp;&nbsp;&nbsp;84325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903874 |
| &nbsp;&nbsp;&nbsp;Ryohin Keikaku Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332898 |
| &nbsp;&nbsp;&nbsp;Sea Ltd. (Singapore), ADR\* | &nbsp;&nbsp;&nbsp;16100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333241 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193462872 |
| **Building Products — 0.2%** | **Building Products — 0.2%** | **Building Products — 0.2%** |
| &nbsp;&nbsp;&nbsp;A.O. Smith Corp.(a) | &nbsp;&nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611224 |
| &nbsp;&nbsp;&nbsp;AGC, Inc. (Japan) | &nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765234 |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;15662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566148 |
| &nbsp;&nbsp;&nbsp;Belimo Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710630 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp.(a) | &nbsp;&nbsp;&nbsp;94026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5294604 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA (France) | &nbsp;&nbsp;&nbsp;54872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4543096 |
| &nbsp;&nbsp;&nbsp;Daikin Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755666 |
| &nbsp;&nbsp;&nbsp;Geberit AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658155 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International PLC | 128285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16798921 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212064 |
| &nbsp;&nbsp;&nbsp;ROCKWOOL A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;16760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465505 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC | &nbsp;&nbsp;&nbsp;17341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7226688 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41607935 |
| **Capital Markets — 1.2%** | **Capital Markets — 1.2%** | **Capital Markets — 1.2%** |
| &nbsp;&nbsp;&nbsp;3i Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;46333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510039 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group, Inc.(a) | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320400 |
| &nbsp;&nbsp;&nbsp;Amundi SA (France), 144A | &nbsp;&nbsp;&nbsp;43129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3706412 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. (Class A Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;9626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050197 |
| &nbsp;&nbsp;&nbsp;Banco BTG Pactual SA (Brazil), UTS | 176417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926679 |

---

A2

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Capital Markets (cont'd.)** | **Capital Markets (cont'd.)** | **Capital Markets (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. (The) | 212811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25245769 |
| &nbsp;&nbsp;&nbsp;Blackrock, Inc. | &nbsp;&nbsp;&nbsp;11001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10579772 |
| &nbsp;&nbsp;&nbsp;Blackstone, Inc. | &nbsp;&nbsp;&nbsp;58006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6670110 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. (The) | 264067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24817017 |
| &nbsp;&nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;&nbsp;14938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411938 |
| &nbsp;&nbsp;&nbsp;Daiwa Securities Group, Inc. (Japan) | 155500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473423 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG (Germany) | 189020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625252 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;6969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041536 |
| &nbsp;&nbsp;&nbsp;Futu Holdings Ltd. (Hong Kong), ADR\* | &nbsp;&nbsp;&nbsp;25274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456472 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;25296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21400163 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;50925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2569064 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;17780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2553564 |
| &nbsp;&nbsp;&nbsp;Huatai Securities Co. Ltd. (China) (Class A Stock) | 671088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1755771 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3460160 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;45800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534852 |
| &nbsp;&nbsp;&nbsp;Julius Baer Group Ltd. (Switzerland) | &nbsp;&nbsp;&nbsp;10648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783203 |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;46540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495804 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;19220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2730332 |
| &nbsp;&nbsp;&nbsp;Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3882625 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 234798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38640707 |
| &nbsp;&nbsp;&nbsp;Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436925 |
| &nbsp;&nbsp;&nbsp;MSCI, Inc. | &nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7438338 |
| &nbsp;&nbsp;&nbsp;Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867580 |
| &nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. (Japan) | 386000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039379 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8374200 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;2529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725860 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;40600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5878474 |
| &nbsp;&nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;&nbsp;28500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12122190 |
| &nbsp;&nbsp;&nbsp;SBI Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;50900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942482 |
| &nbsp;&nbsp;&nbsp;Singapore Exchange Ltd. (Singapore) | 272900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4163127 |
| &nbsp;&nbsp;&nbsp;T. Rowe Price Group, Inc.(a) | &nbsp;&nbsp;&nbsp;71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6399940 |
| &nbsp;&nbsp;&nbsp;UBS Group AG (Switzerland) | 287917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11226861 |
| &nbsp;&nbsp;&nbsp;XP, Inc. (Brazil) (Class A Stock) | &nbsp;&nbsp;&nbsp;98016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866225 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247122842 |
| **Chemicals — 0.4%** | **Chemicals — 0.4%** | **Chemicals — 0.4%** |
| &nbsp;&nbsp;&nbsp;Air Liquide SA (France) | &nbsp;&nbsp;&nbsp;17270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569683 |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;20168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5858602 |
| &nbsp;&nbsp;&nbsp;Asahi Kasei Corp. (Japan) | 205400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009732 |
| &nbsp;&nbsp;&nbsp;Ashland, Inc. | &nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295713 |
| &nbsp;&nbsp;&nbsp;Corteva, Inc.(a) | &nbsp;&nbsp;&nbsp;75900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6353589 |
| &nbsp;&nbsp;&nbsp;Dow, Inc. | &nbsp;&nbsp;&nbsp;41239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717604 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours, Inc.(a) | 121233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5552471 |
| &nbsp;&nbsp;&nbsp;Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;75400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574156 |
| &nbsp;&nbsp;&nbsp;LANXESS AG (Germany)(a) | &nbsp;&nbsp;&nbsp;61507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359861 |
| &nbsp;&nbsp;&nbsp;Linde PLC | &nbsp;&nbsp;&nbsp;47106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23353271 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Chemical Group Corp. (Japan) | 402900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355405 |
| &nbsp;&nbsp;&nbsp;Nippon Paint Holdings Co. Ltd. (Japan) | 131600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825204 |
| &nbsp;&nbsp;&nbsp;Nitto Denko Corp. (Japan) | &nbsp;&nbsp;&nbsp;36400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728154 |
| &nbsp;&nbsp;&nbsp;Orica Ltd. (Australia) | 147813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2077448 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. (The) | &nbsp;&nbsp;&nbsp;41091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13171720 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193061 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Chemicals (cont'd.)** | **Chemicals (cont'd.)** | **Chemicals (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Yara International ASA (Brazil) | 125043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7309317 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81304991 |
| **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** |
| &nbsp;&nbsp;&nbsp;Brambles Ltd. (Australia) | 188115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2952329 |
| &nbsp;&nbsp;&nbsp;Dai Nippon Printing Co. Ltd. (Japan) | 167500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051849 |
| &nbsp;&nbsp;&nbsp;RB Global, Inc. (Canada)(a) | &nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306825 |
| &nbsp;&nbsp;&nbsp;Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152310 |
| &nbsp;&nbsp;&nbsp;Securitas AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;90945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523140 |
| &nbsp;&nbsp;&nbsp;Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;65000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957800 |
| &nbsp;&nbsp;&nbsp;TOPPAN Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;88800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342072 |
| &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;77900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6887918 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24174243 |
| **Communications Equipment — 0.3%** | **Communications Equipment — 0.3%** | **Communications Equipment — 0.3%** |
| &nbsp;&nbsp;&nbsp;Arista Networks, Inc.\* | 101740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12491637 |
| &nbsp;&nbsp;&nbsp;Ciena Corp.\* | &nbsp;&nbsp;&nbsp;36900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14325687 |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | 297317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23068826 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5692356 |
| &nbsp;&nbsp;&nbsp;Nokia OYJ (Finland) | 182888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467132 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson (Sweden) (Class B Stock)(a) | 477202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5440215 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62485853 |
| **Construction & Engineering — 0.2%** | **Construction & Engineering — 0.2%** | **Construction & Engineering — 0.2%** |
| &nbsp;&nbsp;&nbsp;ACS Actividades de Construccion y Servicios SA (Spain) | &nbsp;&nbsp;&nbsp;27319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3331698 |
| &nbsp;&nbsp;&nbsp;AECOM | &nbsp;&nbsp;&nbsp;61900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5250358 |
| &nbsp;&nbsp;&nbsp;API Group Corp.\*(a) | &nbsp;&nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924700 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5653859 |
| &nbsp;&nbsp;&nbsp;Eiffage SA (France) | &nbsp;&nbsp;&nbsp;17058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2616145 |
| &nbsp;&nbsp;&nbsp;HOCHTIEF AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3507059 |
| &nbsp;&nbsp;&nbsp;Obayashi Corp. (Japan) | 102300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2477754 |
| &nbsp;&nbsp;&nbsp;Shimizu Corp. (Japan) | &nbsp;&nbsp;&nbsp;17600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315764 |
| &nbsp;&nbsp;&nbsp;Taisei Corp. (Japan) | &nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123836 |
| &nbsp;&nbsp;&nbsp;Vinci SA (France) | &nbsp;&nbsp;&nbsp;55165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8280225 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35481398 |
| **Construction Materials — 0.1%** | **Construction Materials — 0.1%** | **Construction Materials — 0.1%** |
| &nbsp;&nbsp;&nbsp;CRH PLC (XLON) | &nbsp;&nbsp;&nbsp;47702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4990608 |
| &nbsp;&nbsp;&nbsp;CRH PLC (NYSE) | &nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839600 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307058 |
| &nbsp;&nbsp;&nbsp;Holcim AG\* | &nbsp;&nbsp;&nbsp;48987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4049361 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;18110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4931353 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16117980 |
| **Consumer Finance — 0.2%** | **Consumer Finance — 0.2%** | **Consumer Finance — 0.2%** |
| &nbsp;&nbsp;&nbsp;Ally Financial, Inc. | 240600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9438738 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;52790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15967919 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;77641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14164048 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial(a) | 171100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11638222 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51208927 |
| **Consumer Staples Distribution & Retail — 0.6%** | **Consumer Staples Distribution & Retail — 0.6%** | **Consumer Staples Distribution & Retail — 0.6%** |
| &nbsp;&nbsp;&nbsp;Carrefour SA (France) | 113497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2101494 |
| &nbsp;&nbsp;&nbsp;Coles Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;54954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833365 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;37705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37570393 |

---

A3

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Consumer Staples Distribution & Retail (cont'd.)** | **Consumer Staples Distribution & Retail (cont'd.)** | **Consumer Staples Distribution & Retail (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Dollar General Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;45600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5414088 |
| &nbsp;&nbsp;&nbsp;Dollar Tree, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715848 |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA (Portugal) | &nbsp;&nbsp;&nbsp;&nbsp;64643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545701 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV (Netherlands) | &nbsp;&nbsp;&nbsp;147891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6887165 |
| &nbsp;&nbsp;&nbsp;Kroger Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;45700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306852 |
| &nbsp;&nbsp;&nbsp;MatsukiyoCocokara & Co. (Japan) | &nbsp;&nbsp;&nbsp;129700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064347 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;152400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10870692 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4290480 |
| &nbsp;&nbsp;&nbsp;Tesco PLC (United Kingdom) | 1128592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7093236 |
| &nbsp;&nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;&nbsp;405104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50346325 |
| &nbsp;&nbsp;&nbsp;Woolworths Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;121517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068577 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138108563 |
| **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** |
| &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211755 |
| &nbsp;&nbsp;&nbsp;Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313175 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co.(a) | &nbsp;&nbsp;&nbsp;132100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313074 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;10004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123049 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5961053 |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| &nbsp;&nbsp;&nbsp;LKQ Corp.(a) | &nbsp;&nbsp;&nbsp;130100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3821037 |
| **Diversified Consumer Services — 0.1%** | **Diversified Consumer Services — 0.1%** | **Diversified Consumer Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;ADT, Inc. | 1360400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8937828 |
| &nbsp;&nbsp;&nbsp;Pearson PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;134538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773732 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10711560 |
| **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Covivio SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;28907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727581 |
| &nbsp;&nbsp;&nbsp;GPT Group (The) (Australia) | &nbsp;&nbsp;&nbsp;677775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143824 |
| &nbsp;&nbsp;&nbsp;Mirvac Group (Australia) | 1214876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501056 |
| &nbsp;&nbsp;&nbsp;Stockland (Australia) | &nbsp;&nbsp;&nbsp;745072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2236579 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7609040 |
| **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** |
| &nbsp;&nbsp;&nbsp;AT&T, Inc.(a) | &nbsp;&nbsp;&nbsp;634154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18384124 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;421459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12100088 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG (Germany) | &nbsp;&nbsp;&nbsp;442472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16514501 |
| &nbsp;&nbsp;&nbsp;Elisa OYJ (Finland) | &nbsp;&nbsp;&nbsp;&nbsp;39552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926595 |
| &nbsp;&nbsp;&nbsp;HKT Trust & HKT Ltd. (Hong Kong), UTS | &nbsp;&nbsp;&nbsp;273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426616 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV (Netherlands) | &nbsp;&nbsp;&nbsp;247461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379255 |
| &nbsp;&nbsp;&nbsp;Proximus SADP (Belgium) | &nbsp;&nbsp;&nbsp;124400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006514 |
| &nbsp;&nbsp;&nbsp;Singapore Telecommunications Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866345 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB (Sweden) | &nbsp;&nbsp;&nbsp;413213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117004 |
| &nbsp;&nbsp;&nbsp;Telstra Group Ltd. (Australia) | 1918817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7083523 |
| &nbsp;&nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;497371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24968024 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86772589 |
| **Electric Utilities — 0.7%** | **Electric Utilities — 0.7%** | **Electric Utilities — 0.7%** |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132301 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17564720 |
| &nbsp;&nbsp;&nbsp;Chubu Electric Power Co., Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;66600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098028 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932125 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898630 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Electric Utilities (cont'd.)** | **Electric Utilities (cont'd.)** | **Electric Utilities (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Elia Group SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;18466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2836362 |
| &nbsp;&nbsp;&nbsp;Endesa SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;54075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255093 |
| &nbsp;&nbsp;&nbsp;Enel SpA (Italy) | 1593611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17422679 |
| &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5136987 |
| &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;134300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6583386 |
| &nbsp;&nbsp;&nbsp;Iberdrola SA (Spain) | &nbsp;&nbsp;&nbsp;334804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7665059 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co., Inc. (The) (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;96000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596103 |
| &nbsp;&nbsp;&nbsp;Mercury NZ Ltd. (New Zealand) | &nbsp;&nbsp;&nbsp;180815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650093 |
| &nbsp;&nbsp;&nbsp;NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;296803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27567063 |
| &nbsp;&nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4384200 |
| &nbsp;&nbsp;&nbsp;Origin Energy Ltd. (Australia) | &nbsp;&nbsp;&nbsp;100100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861376 |
| &nbsp;&nbsp;&nbsp;PG&E Corp. | &nbsp;&nbsp;&nbsp;711200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12495784 |
| &nbsp;&nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;&nbsp;229528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22154043 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale (Italy) | &nbsp;&nbsp;&nbsp;216883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480580 |
| &nbsp;&nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4316055 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143030667 |
| **Electrical Equipment — 0.7%** | **Electrical Equipment — 0.7%** | **Electrical Equipment — 0.7%** |
| &nbsp;&nbsp;&nbsp;ABB Ltd. (Switzerland) | &nbsp;&nbsp;&nbsp;220135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17898729 |
| &nbsp;&nbsp;&nbsp;AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10660123 |
| &nbsp;&nbsp;&nbsp;Doosan Enerbility Co. Ltd. (South Korea)\* | &nbsp;&nbsp;&nbsp;&nbsp;12060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757826 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;42230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15104404 |
| &nbsp;&nbsp;&nbsp;Fuji Electric Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;23754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664017 |
| &nbsp;&nbsp;&nbsp;Fujikura Ltd. (Japan) | &nbsp;&nbsp;&nbsp;156600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4306818 |
| &nbsp;&nbsp;&nbsp;GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24888125 |
| &nbsp;&nbsp;&nbsp;Generac Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192490 |
| &nbsp;&nbsp;&nbsp;HD Hyundai Electric Co. Ltd. (South Korea) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761267 |
| &nbsp;&nbsp;&nbsp;Legrand SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;24018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3731307 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric Corp. (Japan) | &nbsp;&nbsp;&nbsp;243700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970719 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC | &nbsp;&nbsp;&nbsp;101300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11981764 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826401 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8070494 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;43954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11972261 |
| &nbsp;&nbsp;&nbsp;Siemens Energy AG (Germany) | &nbsp;&nbsp;&nbsp;113695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19606654 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;19100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4786078 |
| &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;85171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2569689 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149749166 |
| **Electronic Equipment, Instruments & Components — 0.3%** | **Electronic Equipment, Instruments & Components — 0.3%** | **Electronic Equipment, Instruments & Components — 0.3%** |
| &nbsp;&nbsp;&nbsp;Amphenol Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;135032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17061293 |
| &nbsp;&nbsp;&nbsp;Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442802 |
| &nbsp;&nbsp;&nbsp;Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1175760 |
| &nbsp;&nbsp;&nbsp;Coherent Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2644131 |
| &nbsp;&nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6061679 |
| &nbsp;&nbsp;&nbsp;Delta Electronics, Inc. (Taiwan) | &nbsp;&nbsp;&nbsp;&nbsp;51134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305651 |
| &nbsp;&nbsp;&nbsp;Elite Material Co. Ltd. (Taiwan) | &nbsp;&nbsp;&nbsp;&nbsp;31886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2721357 |
| &nbsp;&nbsp;&nbsp;Halma PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;88390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4510609 |
| &nbsp;&nbsp;&nbsp;Ibiden Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450365 |
| &nbsp;&nbsp;&nbsp;Keyence Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1957491 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;48000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13553760 |
| &nbsp;&nbsp;&nbsp;Kyocera Corp. (Japan) | &nbsp;&nbsp;&nbsp;261200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4005122 |
| &nbsp;&nbsp;&nbsp;Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103970 |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;74700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676061 |
| &nbsp;&nbsp;&nbsp;TDK Corp. (Japan) | &nbsp;&nbsp;&nbsp;117600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527656 |

---

A4

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Electronic Equipment, Instruments & Components (cont'd.)** | **Electronic Equipment, Instruments & Components (cont'd.)** | **Electronic Equipment, Instruments & Components (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1211835 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67409542 |
| **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co. | &nbsp;&nbsp;&nbsp;162446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9917328 |
| &nbsp;&nbsp;&nbsp;TechnipFMC PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;38739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678027 |
| &nbsp;&nbsp;&nbsp;Tenaris SA | &nbsp;&nbsp;&nbsp;110738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237128 |
| &nbsp;&nbsp;&nbsp;Weatherford International PLC | &nbsp;&nbsp;&nbsp;&nbsp;96600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9136428 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24968911 |
| **Entertainment — 0.4%** | **Entertainment — 0.4%** | **Entertainment — 0.4%** |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.\* | &nbsp;&nbsp;&nbsp;289350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27821003 |
| &nbsp;&nbsp;&nbsp;Nexon Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;18300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344711 |
| &nbsp;&nbsp;&nbsp;Nintendo Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;91949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248968 |
| &nbsp;&nbsp;&nbsp;Roku, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930248 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA\* | &nbsp;&nbsp;&nbsp;&nbsp;13755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6669937 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204750 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. (The) | &nbsp;&nbsp;&nbsp;433714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41801355 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85020972 |
| **Financial Services — 0.8%** | **Financial Services — 0.8%** | **Financial Services — 0.8%** |
| &nbsp;&nbsp;&nbsp;Banca Mediolanum SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;74029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499917 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Inc. (Class B Stock)\* | &nbsp;&nbsp;&nbsp;105201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50412319 |
| &nbsp;&nbsp;&nbsp;Edenred SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;56784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131076 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services, Inc. | &nbsp;&nbsp;&nbsp;268400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12590644 |
| &nbsp;&nbsp;&nbsp;Fiserv, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;98400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490720 |
| &nbsp;&nbsp;&nbsp;Industrivarden AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398848 |
| &nbsp;&nbsp;&nbsp;Industrivarden AB (Sweden) (Class C Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;74409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688358 |
| &nbsp;&nbsp;&nbsp;Investor AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;118076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4472098 |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;108474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54200119 |
| &nbsp;&nbsp;&nbsp;ORIX Corp. (Japan) | &nbsp;&nbsp;&nbsp;158400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4699943 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;26800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212164 |
| &nbsp;&nbsp;&nbsp;Visa, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;104968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31725528 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171521734 |
| **Food Products — 0.3%** | **Food Products — 0.3%** | **Food Products — 0.3%** |
| &nbsp;&nbsp;&nbsp;Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;275600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332432 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;84100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5201585 |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | &nbsp;&nbsp;&nbsp;280500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10440210 |
| &nbsp;&nbsp;&nbsp;Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810582 |
| &nbsp;&nbsp;&nbsp;J.M. Smucker Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314560 |
| &nbsp;&nbsp;&nbsp;Magnum Ice Cream Co. NV (The) (Netherlands)\* | &nbsp;&nbsp;&nbsp;&nbsp;29405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432717 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;112623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491590 |
| &nbsp;&nbsp;&nbsp;Nestle SA | &nbsp;&nbsp;&nbsp;172865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16956510 |
| &nbsp;&nbsp;&nbsp;Orkla ASA (Norway) | &nbsp;&nbsp;&nbsp;135133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700599 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd. (Hong Kong), 144A | 4341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5705971 |
| &nbsp;&nbsp;&nbsp;Yamazaki Baking Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;112700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519189 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60905945 |
| **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** |
| &nbsp;&nbsp;&nbsp;Naturgy Energy Group SA (Spain)(a) | &nbsp;&nbsp;&nbsp;172556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5180200 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Gas Utilities (cont'd.)** | **Gas Utilities (cont'd.)** | **Gas Utilities (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Osaka Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;69200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2802913 |
| &nbsp;&nbsp;&nbsp;Snam SpA (Italy) | 541436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4101613 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419155 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12503881 |
| **Ground Transportation — 0.2%** | **Ground Transportation — 0.2%** | **Ground Transportation — 0.2%** |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. (Canada) | &nbsp;&nbsp;&nbsp;22553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321284 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Kansas City Ltd. (Canada)(a) | &nbsp;&nbsp;&nbsp;13294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045706 |
| &nbsp;&nbsp;&nbsp;Central Japan Railway Co. (Japan) | &nbsp;&nbsp;&nbsp;30200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785236 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | 272100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11169705 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124845 |
| &nbsp;&nbsp;&nbsp;Uber Technologies, Inc.\* | 292442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21035353 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp.(a) | &nbsp;&nbsp;&nbsp;56653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13745151 |
| &nbsp;&nbsp;&nbsp;West Japan Railway Co. (Japan) | &nbsp;&nbsp;&nbsp;88879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759851 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51987131 |
| **Health Care Equipment & Supplies — 0.5%** | **Health Care Equipment & Supplies — 0.5%** | **Health Care Equipment & Supplies — 0.5%** |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 148993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15297111 |
| &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;12670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957728 |
| &nbsp;&nbsp;&nbsp;Becton, Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;9016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1417586 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp.\* | 210142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13186411 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;7072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481737 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp.\* | &nbsp;&nbsp;&nbsp;81388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6517551 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA (France) | &nbsp;&nbsp;&nbsp;11305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634349 |
| &nbsp;&nbsp;&nbsp;Fisher & Paykel Healthcare Corp. Ltd. (New Zealand) | 155482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3371391 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies, Inc.(a) | &nbsp;&nbsp;&nbsp;33357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374351 |
| &nbsp;&nbsp;&nbsp;Globus Medical, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;37900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265464 |
| &nbsp;&nbsp;&nbsp;Hoya Corp. (Japan) | &nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12135230 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3877041 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical, Inc.\* | &nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8851008 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC | 278068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24094592 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;63529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006554 |
| &nbsp;&nbsp;&nbsp;Solventum Corp.\*(a) | &nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1887170 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;4279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975670 |
| &nbsp;&nbsp;&nbsp;STERIS PLC | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2056509 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;21586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7092944 |
| &nbsp;&nbsp;&nbsp;Sysmex Corp. (Japan) | 101400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884298 |
| &nbsp;&nbsp;&nbsp;Terumo Corp. (Japan) | 169500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2277192 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114641887 |
| **Health Care Providers & Services — 0.5%** | **Health Care Providers & Services — 0.5%** | **Health Care Providers & Services — 0.5%** |
| &nbsp;&nbsp;&nbsp;Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13312530 |
| &nbsp;&nbsp;&nbsp;Cencora, Inc. | &nbsp;&nbsp;&nbsp;15868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4984774 |
| &nbsp;&nbsp;&nbsp;Centene Corp.\* | 153400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5022316 |
| &nbsp;&nbsp;&nbsp;Cigna Group (The) | &nbsp;&nbsp;&nbsp;38263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10206655 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | 235842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16938172 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;&nbsp;13507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306532 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG (Germany) | &nbsp;&nbsp;&nbsp;76698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3475765 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA (Germany) | &nbsp;&nbsp;&nbsp;60059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116808 |
| &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9605496 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847111 |
| &nbsp;&nbsp;&nbsp;Sonic Healthcare Ltd. (Australia) | 129642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842055 |

---

A5

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Health Care Providers & Services (cont'd.)** | **Health Care Providers & Services (cont'd.)** | **Health Care Providers & Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp.\* | &nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2189036 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;92147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24934057 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98781307 |
| **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** | **Health Care REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust, Inc.(a) | &nbsp;&nbsp;&nbsp;67500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146825 |
| &nbsp;&nbsp;&nbsp;Ventas, Inc.(a) | 103299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8447792 |
| &nbsp;&nbsp;&nbsp;Welltower, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11176297 |
| **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** |
| &nbsp;&nbsp;&nbsp;M3, Inc. (Japan) | &nbsp;&nbsp;&nbsp;44800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459844 |
| &nbsp;&nbsp;&nbsp;Veeva Systems, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967392 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427236 |
| **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts, Inc. | 469700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8999452 |
| **Hotels, Restaurants & Leisure — 0.5%** | **Hotels, Restaurants & Leisure — 0.5%** | **Hotels, Restaurants & Leisure — 0.5%** |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA (Spain) | &nbsp;&nbsp;&nbsp;28419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625020 |
| &nbsp;&nbsp;&nbsp;Aramark | 213800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8667452 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd. (Australia) | &nbsp;&nbsp;&nbsp;90254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2868747 |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22276803 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Inc.\* | 357231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11434964 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC (United Kingdom) | 241390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735005 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2697025 |
| &nbsp;&nbsp;&nbsp;DoorDash, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;12897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936485 |
| &nbsp;&nbsp;&nbsp;Evolution AB (Sweden), 144A | &nbsp;&nbsp;&nbsp;16686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048689 |
| &nbsp;&nbsp;&nbsp;Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;32400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7480836 |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd. (Macau) | 221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998896 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;23700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1276956 |
| &nbsp;&nbsp;&nbsp;Lottery Corp. Ltd. (The) (Australia) | 146778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548150 |
| &nbsp;&nbsp;&nbsp;Marriott International, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;9191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006100 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;84203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26169451 |
| &nbsp;&nbsp;&nbsp;Sodexo SA (France) | &nbsp;&nbsp;&nbsp;20442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049330 |
| &nbsp;&nbsp;&nbsp;Viking Holdings Ltd.\* | 119900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8810252 |
| &nbsp;&nbsp;&nbsp;Yum! Brands, Inc.(a) | &nbsp;&nbsp;&nbsp;32257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015318 |
| &nbsp;&nbsp;&nbsp;Zensho Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478739 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114124218 |
| **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** |
| &nbsp;&nbsp;&nbsp;Cairn Homes PLC (Ireland) | 901490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2216822 |
| &nbsp;&nbsp;&nbsp;Lennar Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;32300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2804932 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. (Japan) | 214700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600811 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. (Japan) | 495400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10325492 |
| &nbsp;&nbsp;&nbsp;Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;63777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8703647 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27651704 |
| **Household Products — 0.2%** | **Household Products — 0.2%** | **Household Products — 0.2%** |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194496 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co.(a) | 137111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11685971 |
| &nbsp;&nbsp;&nbsp;Essity AB (Sweden) (Class B Stock)(a) | &nbsp;&nbsp;&nbsp;20845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537234 |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co. KGaA (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;7017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504034 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. (The) | 119867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17313589 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Household Products (cont'd.)** | **Household Products (cont'd.)** | **Household Products (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;41448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2786978 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34022302 |
| **Independent Power & Renewable Electricity Producers — 0.0%** | **Independent Power & Renewable Electricity Producers — 0.0%** | **Independent Power & Renewable Electricity Producers — 0.0%** |
| &nbsp;&nbsp;&nbsp;RWE AG (Germany) | &nbsp;&nbsp;&nbsp;84181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5663601 |
| **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** |
| &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;77669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11279869 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings Ltd. (United Kingdom) | 427500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281501 |
| &nbsp;&nbsp;&nbsp;Hikari Tsushin, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763233 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd. (Japan) | 287600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8436887 |
| &nbsp;&nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;44100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9967923 |
| &nbsp;&nbsp;&nbsp;Jardine Matheson Holdings Ltd. (Indonesia) | &nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898541 |
| &nbsp;&nbsp;&nbsp;Keppel Ltd. (Singapore) | 138500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275894 |
| &nbsp;&nbsp;&nbsp;Siemens AG (Germany) | &nbsp;&nbsp;&nbsp;62329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15185469 |
| &nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (Hong Kong) (Class A Stock) | &nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327892 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51417209 |
| **Industrial REITs — 0.2%** | **Industrial REITs — 0.2%** | **Industrial REITs — 0.2%** |
| &nbsp;&nbsp;&nbsp;Prologis, Inc. | 247979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32777864 |
| &nbsp;&nbsp;&nbsp;Segro PLC (United Kingdom) | 251946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2159823 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34937687 |
| **Insurance — 1.1%** | **Insurance — 1.1%** | **Insurance — 1.1%** |
| &nbsp;&nbsp;&nbsp;Admiral Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;24279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015488 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd. | 611377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4471138 |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;22904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686032 |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd. (Hong Kong) | 781400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8682392 |
| &nbsp;&nbsp;&nbsp;Allianz SE (Germany) | &nbsp;&nbsp;&nbsp;19696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8317988 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;58800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12191592 |
| &nbsp;&nbsp;&nbsp;American International Group, Inc. | 154400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11618600 |
| &nbsp;&nbsp;&nbsp;Aon PLC (Class A Stock) | &nbsp;&nbsp;&nbsp;13250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4276835 |
| &nbsp;&nbsp;&nbsp;Arthur J. Gallagher & Co.(a) | &nbsp;&nbsp;&nbsp;49844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10795213 |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV (Netherlands) | &nbsp;&nbsp;&nbsp;66991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4612120 |
| &nbsp;&nbsp;&nbsp;Assurant, Inc.(a) | &nbsp;&nbsp;&nbsp;21200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617572 |
| &nbsp;&nbsp;&nbsp;AXA SA (France) | 428280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19680135 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;22100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2241161 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;74431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24259296 |
| &nbsp;&nbsp;&nbsp;Daiichi Life Group, Inc. (Japan) | 129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189637 |
| &nbsp;&nbsp;&nbsp;Kemper Corp. | &nbsp;&nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146000 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;41114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459547 |
| &nbsp;&nbsp;&nbsp;Markel Group, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2660557 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;87461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15170110 |
| &nbsp;&nbsp;&nbsp;MetLife, Inc. | 291002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20579661 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;80800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108523 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Germany) | &nbsp;&nbsp;&nbsp;14843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9373968 |
| &nbsp;&nbsp;&nbsp;NN Group NV (Netherlands) | &nbsp;&nbsp;&nbsp;94536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7382875 |
| &nbsp;&nbsp;&nbsp;Phoenix Financial Ltd. (Israel) | &nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800911 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. (The) | &nbsp;&nbsp;&nbsp;46586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9235209 |
| &nbsp;&nbsp;&nbsp;Prudential PLC (Hong Kong) | 302704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4208529 |
| &nbsp;&nbsp;&nbsp;QBE Insurance Group Ltd. (Australia) | 635362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9375885 |

---

A6

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd. (Bermuda) | &nbsp;&nbsp;&nbsp;&nbsp;8923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2652183 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;21400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833064 |
| &nbsp;&nbsp;&nbsp;Standard Life PLC (United Kingdom) | 179246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623345 |
| &nbsp;&nbsp;&nbsp;Swiss Re AG | &nbsp;&nbsp;&nbsp;15453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595752 |
| &nbsp;&nbsp;&nbsp;T&D Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422640 |
| &nbsp;&nbsp;&nbsp;Talanx AG (Germany) | &nbsp;&nbsp;&nbsp;29610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674219 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;99700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680015 |
| &nbsp;&nbsp;&nbsp;Travelers Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;6982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036510 |
| &nbsp;&nbsp;&nbsp;Unipol Assicurazioni SpA (Italy) | 154336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585252 |
| &nbsp;&nbsp;&nbsp;Zurich Insurance Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;7570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350616 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230610570 |
| **Interactive Media & Services — 1.9%** | **Interactive Media & Services — 1.9%** | **Interactive Media & Services — 1.9%** |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class A Stock) | 608117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174870124 |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class C Stock) | 350139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100440874 |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC\*(x) | &nbsp;&nbsp;&nbsp;26776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034 |
| &nbsp;&nbsp;&nbsp;LY Corp. (Japan) | 894100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155795 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc. (Class A Stock) | 204778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117159637 |
| &nbsp;&nbsp;&nbsp;Scout24 SE (Germany), 144A | &nbsp;&nbsp;&nbsp;20534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584370 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd. (China) | &nbsp;&nbsp;&nbsp;43188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2723970 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398939804 |
| **IT Services — 0.3%** | **IT Services — 0.3%** | **IT Services — 0.3%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC (Class A Stock) | &nbsp;&nbsp;&nbsp;80697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16001408 |
| &nbsp;&nbsp;&nbsp;Capgemini SE (France) | &nbsp;&nbsp;&nbsp;31883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762145 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp. (Class A Stock) | 203800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12503130 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd. (Japan) | 116500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382503 |
| &nbsp;&nbsp;&nbsp;GoDaddy, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1934478 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;69782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16914459 |
| &nbsp;&nbsp;&nbsp;MongoDB, Inc.\* | &nbsp;&nbsp;&nbsp;18800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4601676 |
| &nbsp;&nbsp;&nbsp;NEC Corp. (Japan) | 135800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3379124 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute Ltd. (Japan) | &nbsp;&nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719769 |
| &nbsp;&nbsp;&nbsp;Obic Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;64900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575217 |
| &nbsp;&nbsp;&nbsp;Otsuka Corp. (Japan) | 166800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3193337 |
| &nbsp;&nbsp;&nbsp;Shopify, Inc. (Canada) (Class A Stock)\* | &nbsp;&nbsp;&nbsp;27098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3214365 |
| &nbsp;&nbsp;&nbsp;TIS, Inc. (Japan) | &nbsp;&nbsp;&nbsp;89900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922190 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72103801 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;67400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1662786 |
| &nbsp;&nbsp;&nbsp;Hasbro, Inc. | &nbsp;&nbsp;&nbsp;59800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5597280 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7260066 |
| **Life Sciences Tools & Services — 0.2%** | **Life Sciences Tools & Services — 0.2%** | **Life Sciences Tools & Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404978 |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | 116489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22086314 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE (Luxembourg) | &nbsp;&nbsp;&nbsp;&nbsp;9940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725312 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746086 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;19407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9539123 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060368 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39562181 |
| **Machinery — 0.8%** | **Machinery — 0.8%** | **Machinery — 0.8%** |
| &nbsp;&nbsp;&nbsp;Alstom SA (France)\* | 181552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5192066 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Machinery (cont'd.)** | **Machinery (cont'd.)** | **Machinery (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;55322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$976258 |
| &nbsp;&nbsp;&nbsp;Atlas Copco AB (Sweden) (Class B Stock) | 111435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741981 |
| &nbsp;&nbsp;&nbsp;Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;42056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29794994 |
| &nbsp;&nbsp;&nbsp;Crane Co. | &nbsp;&nbsp;&nbsp;62400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10670400 |
| &nbsp;&nbsp;&nbsp;Cummins, Inc. | &nbsp;&nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14096124 |
| &nbsp;&nbsp;&nbsp;Daifuku Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734429 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Holding AG (Germany) | &nbsp;&nbsp;&nbsp;11324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557660 |
| &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;29080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16380764 |
| &nbsp;&nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;24132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5030315 |
| &nbsp;&nbsp;&nbsp;Ebara Corp. (Japan) | &nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543516 |
| &nbsp;&nbsp;&nbsp;Epiroc AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;19590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482244 |
| &nbsp;&nbsp;&nbsp;Epiroc AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;26092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558932 |
| &nbsp;&nbsp;&nbsp;FANUC Corp. (Japan) | &nbsp;&nbsp;&nbsp;59100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2060045 |
| &nbsp;&nbsp;&nbsp;Fortive Corp.(a) | &nbsp;&nbsp;&nbsp;37500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073000 |
| &nbsp;&nbsp;&nbsp;GEA Group AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;5333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382471 |
| &nbsp;&nbsp;&nbsp;HD Hyundai Heavy Industries Co. Ltd. (South Korea) | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856856 |
| &nbsp;&nbsp;&nbsp;IHI Corp. (Japan) | &nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637560 |
| &nbsp;&nbsp;&nbsp;Kubota Corp. (Japan) | 199100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3190615 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835832 |
| &nbsp;&nbsp;&nbsp;Makita Corp. (Japan) | &nbsp;&nbsp;&nbsp;46400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524999 |
| &nbsp;&nbsp;&nbsp;Metso OYJ (Finland) | 195527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3388541 |
| &nbsp;&nbsp;&nbsp;MINEBEA MITSUMI, Inc. (Japan) | 153500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548881 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd. (Japan) | 244200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6709800 |
| &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524909 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;28681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25676378 |
| &nbsp;&nbsp;&nbsp;Sandvik AB (Sweden) | 220225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8465857 |
| &nbsp;&nbsp;&nbsp;Schindler Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478728 |
| &nbsp;&nbsp;&nbsp;SMC Corp. (Japan)(a) | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2713758 |
| &nbsp;&nbsp;&nbsp;Toro Co. (The) | &nbsp;&nbsp;&nbsp;37000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457280 |
| &nbsp;&nbsp;&nbsp;VAT Group AG (Switzerland), 144A | &nbsp;&nbsp;&nbsp;&nbsp;3167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1975707 |
| &nbsp;&nbsp;&nbsp;Volvo AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;16020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526727 |
| &nbsp;&nbsp;&nbsp;Wartsila OYJ Abp (Finland) | 115242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292533 |
| &nbsp;&nbsp;&nbsp;Xylem, Inc. | &nbsp;&nbsp;&nbsp;32694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906933 |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd. (China) | 975600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897914 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170885007 |
| **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465221 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (Class B Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779339 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK (Japan)(a) | &nbsp;&nbsp;&nbsp;46200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697147 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co. Ltd. (China) | 828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3625417 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567124 |
| **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** |
| &nbsp;&nbsp;&nbsp;Fox Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;49800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2908320 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA (France) | &nbsp;&nbsp;&nbsp;32413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682808 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings, Inc.(a) | 191100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410588 |
| &nbsp;&nbsp;&nbsp;Versant Media Group, Inc.\* | 139500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5164290 |
| &nbsp;&nbsp;&nbsp;WPP PLC (United Kingdom) | 341244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067231 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16233237 |

---

A7

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Metals & Mining — 0.5%** | **Metals & Mining — 0.5%** | **Metals & Mining — 0.5%** |
| &nbsp;&nbsp;&nbsp;Agnico Eagle Mines Ltd. (Canada)(a) | &nbsp;&nbsp;&nbsp;&nbsp;11608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2356192 |
| &nbsp;&nbsp;&nbsp;Anglo American PLC (South Africa) | &nbsp;&nbsp;&nbsp;&nbsp;33920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456375 |
| &nbsp;&nbsp;&nbsp;Antofagasta PLC (Chile) | &nbsp;&nbsp;&nbsp;&nbsp;62932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822153 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA (Luxembourg) | &nbsp;&nbsp;&nbsp;&nbsp;27048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402750 |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;428460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15502764 |
| &nbsp;&nbsp;&nbsp;Boliden AB (Sweden)\* | &nbsp;&nbsp;&nbsp;&nbsp;27520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442649 |
| &nbsp;&nbsp;&nbsp;CMOC Group Ltd. (China) (Class H Stock) | &nbsp;&nbsp;&nbsp;830308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746271 |
| &nbsp;&nbsp;&nbsp;Endeavour Mining PLC (Ivory Coast) (TSX) | &nbsp;&nbsp;&nbsp;&nbsp;23376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401619 |
| &nbsp;&nbsp;&nbsp;Endeavour Mining PLC (Ivory Coast) (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;12750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768185 |
| &nbsp;&nbsp;&nbsp;Evolution Mining Ltd. (Australia) | &nbsp;&nbsp;&nbsp;377731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3401359 |
| &nbsp;&nbsp;&nbsp;Fortescue Ltd. (Australia) | &nbsp;&nbsp;&nbsp;281507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4022623 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;240100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14113078 |
| &nbsp;&nbsp;&nbsp;Fresnillo PLC (Mexico) | &nbsp;&nbsp;&nbsp;&nbsp;71294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160179 |
| &nbsp;&nbsp;&nbsp;Glencore PLC (Australia)\* | 1467744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11116507 |
| &nbsp;&nbsp;&nbsp;JFE Holdings, Inc. (Japan)(a) | &nbsp;&nbsp;&nbsp;137500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609749 |
| &nbsp;&nbsp;&nbsp;JX Advanced Metals Corp. (Japan) | &nbsp;&nbsp;&nbsp;126100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794856 |
| &nbsp;&nbsp;&nbsp;Lynas Rare Earths Ltd. (Australia)\* | &nbsp;&nbsp;&nbsp;126029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711155 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10337875 |
| &nbsp;&nbsp;&nbsp;Nippon Steel Corp. (Japan)(a) | &nbsp;&nbsp;&nbsp;216400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797985 |
| &nbsp;&nbsp;&nbsp;Northern Star Resources Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;92117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339086 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9757070 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;25670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916461 |
| &nbsp;&nbsp;&nbsp;Rio Tinto PLC (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;96721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8973166 |
| &nbsp;&nbsp;&nbsp;South32 Ltd. (Australia) | &nbsp;&nbsp;&nbsp;317340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960907 |
| &nbsp;&nbsp;&nbsp;Sumitomo Metal Mining Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884689 |
| &nbsp;&nbsp;&nbsp;Vale SA (Brazil), ADR | &nbsp;&nbsp;&nbsp;144048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291804 |
| &nbsp;&nbsp;&nbsp;Valterra Platinum Ltd. (South Africa) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319948 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109407455 |
| **Multi-Utilities — 0.3%** | **Multi-Utilities — 0.3%** | **Multi-Utilities — 0.3%** |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp;133525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5762939 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;76620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944180 |
| &nbsp;&nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4525162 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;24800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626256 |
| &nbsp;&nbsp;&nbsp;E.ON SE (Germany) | &nbsp;&nbsp;&nbsp;391500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8574425 |
| &nbsp;&nbsp;&nbsp;Engie SA (France) | &nbsp;&nbsp;&nbsp;268305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8646788 |
| &nbsp;&nbsp;&nbsp;National Grid PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;262741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4435092 |
| &nbsp;&nbsp;&nbsp;NiSource, Inc. | &nbsp;&nbsp;&nbsp;145700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798362 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313171 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;138400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13448328 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63074703 |
| **Office REITs — 0.0%** | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Gecina SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;18100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428114 |
| **Oil, Gas & Consumable Fuels — 1.5%** | **Oil, Gas & Consumable Fuels — 1.5%** | **Oil, Gas & Consumable Fuels — 1.5%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA (Norway) | &nbsp;&nbsp;&nbsp;&nbsp;21788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805479 |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;298500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805800 |
| &nbsp;&nbsp;&nbsp;BP PLC | &nbsp;&nbsp;&nbsp;574091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4493297 |
| &nbsp;&nbsp;&nbsp;Cameco Corp. (Canada)(a) | &nbsp;&nbsp;&nbsp;&nbsp;15774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713214 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. (Canada) | &nbsp;&nbsp;&nbsp;263400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6990675 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8759671 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;190311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39375346 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Oil, Gas & Consumable Fuels (cont'd.)** | **Oil, Gas & Consumable Fuels (cont'd.)** | **Oil, Gas & Consumable Fuels (cont'd.)** |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 276074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$36441768 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp.(a) | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7296400 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1344972 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings, Inc. (Japan) | 615700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5547540 |
| &nbsp;&nbsp;&nbsp;Eni SpA (Italy) | 240166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6828830 |
| &nbsp;&nbsp;&nbsp;EOG Resources, Inc.(a) | &nbsp;&nbsp;&nbsp;60285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8715402 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;23447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492167 |
| &nbsp;&nbsp;&nbsp;Equinor ASA (Norway) | &nbsp;&nbsp;&nbsp;&nbsp;9884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421102 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 360954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61239456 |
| &nbsp;&nbsp;&nbsp;Galp Energia SGPS SA (Portugal) | 147783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543481 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2869940 |
| &nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. Ltd. (Japan) | 202800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990992 |
| &nbsp;&nbsp;&nbsp;Inpex Corp. (Japan) | &nbsp;&nbsp;&nbsp;67300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990700 |
| &nbsp;&nbsp;&nbsp;LUKOIL PJSC (Russia)\*^ | &nbsp;&nbsp;&nbsp;&nbsp;9456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3589446 |
| &nbsp;&nbsp;&nbsp;Neste OYJ (Finland) | &nbsp;&nbsp;&nbsp;16973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551581 |
| &nbsp;&nbsp;&nbsp;Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442448 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;61100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11131198 |
| &nbsp;&nbsp;&nbsp;Repsol SA (Spain) | &nbsp;&nbsp;&nbsp;51910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461187 |
| &nbsp;&nbsp;&nbsp;Shell PLC | 732584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33929659 |
| &nbsp;&nbsp;&nbsp;Shell PLC, ADR(a) | 164497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15298221 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE (France) | 154070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14139641 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;13207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3263186 |
| &nbsp;&nbsp;&nbsp;Williams Cos., Inc. (The) | 216893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15785473 |
| &nbsp;&nbsp;&nbsp;Woodside Energy Group Ltd. (Australia) | 129060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063566 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312321838 |
| **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** |
| &nbsp;&nbsp;&nbsp;Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;48600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230928 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG (Germany) | 167061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422655 |
| &nbsp;&nbsp;&nbsp;International Consolidated Airlines Group SA (United Kingdom) | 464274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203590 |
| &nbsp;&nbsp;&nbsp;Japan Airlines Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;47500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775504 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. (Australia) | 637903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3747203 |
| &nbsp;&nbsp;&nbsp;Ryanair Holdings PLC (Italy) | &nbsp;&nbsp;&nbsp;17057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480186 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;70600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500142 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18360208 |
| **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** | **Personal Care Products — 0.1%** |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos., Inc. (The) (Class A Stock) | &nbsp;&nbsp;&nbsp;34772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495587 |
| &nbsp;&nbsp;&nbsp;Kao Corp. (Japan) | &nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242713 |
| &nbsp;&nbsp;&nbsp;L'Oreal SA (France) | &nbsp;&nbsp;&nbsp;22040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8998722 |
| &nbsp;&nbsp;&nbsp;Shiseido Co. Ltd. (Japan) | 120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2451629 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) (XLON) | 109014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5984802 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) (XAMS) | &nbsp;&nbsp;&nbsp;76690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4329888 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom), ADR | &nbsp;&nbsp;&nbsp;38619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200124 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27703465 |
| **Pharmaceuticals — 1.5%** | **Pharmaceuticals — 1.5%** | **Pharmaceuticals — 1.5%** |
| &nbsp;&nbsp;&nbsp;Astellas Pharma, Inc. (Japan) | 347500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5664881 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC (United Kingdom) (XLON) | 129813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25383634 |

---

A8

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC (United Kingdom) (NYSE) | &nbsp;&nbsp;&nbsp;&nbsp;10538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2078304 |
| &nbsp;&nbsp;&nbsp;Bayer AG (Germany) | &nbsp;&nbsp;&nbsp;111050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5139198 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;126579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7677016 |
| &nbsp;&nbsp;&nbsp;Chugai Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;48300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663672 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;90500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619105 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;49145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176040 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;77127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70939101 |
| &nbsp;&nbsp;&nbsp;Galderma Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;42722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8396318 |
| &nbsp;&nbsp;&nbsp;GSK PLC | &nbsp;&nbsp;&nbsp;264345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7281509 |
| &nbsp;&nbsp;&nbsp;Haleon PLC | &nbsp;&nbsp;&nbsp;387878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1919606 |
| &nbsp;&nbsp;&nbsp;Hikma Pharmaceuticals PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;37899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636546 |
| &nbsp;&nbsp;&nbsp;Ipsen SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;12275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293997 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;220320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53855021 |
| &nbsp;&nbsp;&nbsp;Kyowa Kirin Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333867 |
| &nbsp;&nbsp;&nbsp;Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;228493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27485423 |
| &nbsp;&nbsp;&nbsp;Novartis AG | &nbsp;&nbsp;&nbsp;132284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20304858 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;242642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8879362 |
| &nbsp;&nbsp;&nbsp;Orion OYJ (Finland) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;37754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051524 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326466 |
| &nbsp;&nbsp;&nbsp;Pfizer, Inc. | &nbsp;&nbsp;&nbsp;506619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14225862 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;53866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21497427 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG, ADR | &nbsp;&nbsp;&nbsp;&nbsp;28088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396254 |
| &nbsp;&nbsp;&nbsp;Sandoz Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;40228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151899 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;159599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15412448 |
| &nbsp;&nbsp;&nbsp;Shionogi & Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;93100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059460 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;152100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5601523 |
| &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Industries Ltd. (Israel), ADR\* | &nbsp;&nbsp;&nbsp;&nbsp;52300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575276 |
| &nbsp;&nbsp;&nbsp;UCB SA (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;18642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5616774 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327642371 |
| **Professional Services — 0.2%** | **Professional Services — 0.2%** | **Professional Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2145825 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC\*(a) | 2389100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6044423 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd. (Australia) | &nbsp;&nbsp;&nbsp;108510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140085 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp.(a) | &nbsp;&nbsp;&nbsp;164300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4495248 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;43900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635275 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3729304 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;170400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019984 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;99500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335212 |
| &nbsp;&nbsp;&nbsp;RELX PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;48284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581898 |
| &nbsp;&nbsp;&nbsp;Teleperformance SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;22519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323281 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32450535 |
| **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** | **Real Estate Management & Development — 0.1%** |
| &nbsp;&nbsp;&nbsp;CBRE Group, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490060 |
| &nbsp;&nbsp;&nbsp;CK Asset Holdings Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715224 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;68800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612272 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co. Ltd. (Japan)(a) | &nbsp;&nbsp;&nbsp;100600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3156120 |
| &nbsp;&nbsp;&nbsp;Hulic Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279757 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Real Estate Management & Development (cont'd.)** | **Real Estate Management & Development (cont'd.)** | **Real Estate Management & Development (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;39800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12111936 |
| &nbsp;&nbsp;&nbsp;LEG Immobilien SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;47200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3083187 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399693 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;109100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163054 |
| &nbsp;&nbsp;&nbsp;Sumitomo Realty & Development Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312134 |
| &nbsp;&nbsp;&nbsp;Sun Hung Kai Properties Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;&nbsp;82000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365369 |
| &nbsp;&nbsp;&nbsp;Swiss Prime Site AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685738 |
| &nbsp;&nbsp;&nbsp;Vonovia SE (Germany) | &nbsp;&nbsp;&nbsp;161049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4028228 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30402772 |
| **Residential REITs — 0.0%** | **Residential REITs — 0.0%** | **Residential REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837496 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;53861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5260065 |
| &nbsp;&nbsp;&nbsp;Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;20800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230320 |
| &nbsp;&nbsp;&nbsp;Invitation Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258865 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9586746 |
| **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Klepierre SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;47242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773568 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp.(a) | &nbsp;&nbsp;&nbsp;&nbsp;64900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970582 |
| &nbsp;&nbsp;&nbsp;Scentre Group (Australia) | 1039817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399199 |
| &nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield (France) | &nbsp;&nbsp;&nbsp;&nbsp;12251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351599 |
| &nbsp;&nbsp;&nbsp;Vicinity Ltd. (Australia) | 1414877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2308217 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11803165 |
| **Semiconductors & Semiconductor Equipment — 3.8%** | **Semiconductors & Semiconductor Equipment — 3.8%** | **Semiconductors & Semiconductor Equipment — 3.8%** |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;99008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20141197 |
| &nbsp;&nbsp;&nbsp;Advantest Corp. (Japan) | &nbsp;&nbsp;&nbsp;110573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15259812 |
| &nbsp;&nbsp;&nbsp;Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24588723 |
| &nbsp;&nbsp;&nbsp;Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20421269 |
| &nbsp;&nbsp;&nbsp;ASM International NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7432485 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) (XAMS) | &nbsp;&nbsp;&nbsp;&nbsp;27783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36944629 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) (XNGS) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11534808 |
| &nbsp;&nbsp;&nbsp;BE Semiconductor Industries NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185777 |
| &nbsp;&nbsp;&nbsp;Broadcom, Inc. | &nbsp;&nbsp;&nbsp;428901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132749149 |
| &nbsp;&nbsp;&nbsp;Disco Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323225 |
| &nbsp;&nbsp;&nbsp;Infineon Technologies AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;55631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2523764 |
| &nbsp;&nbsp;&nbsp;Intel Corp.\* | &nbsp;&nbsp;&nbsp;125200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525076 |
| &nbsp;&nbsp;&nbsp;Jentech Precision Industrial Co. Ltd. (Taiwan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590217 |
| &nbsp;&nbsp;&nbsp;Kioxia Holdings Corp. (Japan)\* | &nbsp;&nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677302 |
| &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6789283 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;180119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38484226 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689978 |
| &nbsp;&nbsp;&nbsp;Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814235 |
| &nbsp;&nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;134100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8664201 |
| &nbsp;&nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;130461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44074944 |
| &nbsp;&nbsp;&nbsp;Nova Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124776 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1989504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346969498 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV (Netherlands)(a) | &nbsp;&nbsp;&nbsp;&nbsp;55066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10840293 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7792220 |

---

A9

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Semiconductors & Semiconductor Equipment (cont'd.)** | **Semiconductors & Semiconductor Equipment (cont'd.)** | **Semiconductors & Semiconductor Equipment (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Renesas Electronics Corp. (Japan) | &nbsp;&nbsp;&nbsp;177600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2539188 |
| &nbsp;&nbsp;&nbsp;SK hynix, Inc. (South Korea) | &nbsp;&nbsp;&nbsp;&nbsp;11848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6722142 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;96421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3281073 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan), ADR | &nbsp;&nbsp;&nbsp;&nbsp;56863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19216851 |
| &nbsp;&nbsp;&nbsp;Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11176542 |
| &nbsp;&nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10388237 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;28700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7130542 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815595662 |
| **Software — 1.9%** | **Software — 1.9%** | **Software — 1.9%** |
| &nbsp;&nbsp;&nbsp;Adobe, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;68198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16577570 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;17140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6821720 |
| &nbsp;&nbsp;&nbsp;Autodesk, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;64400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15417360 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723790 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd. (Israel)\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2914140 |
| &nbsp;&nbsp;&nbsp;Fortinet, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;87100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7117812 |
| &nbsp;&nbsp;&nbsp;Gen Digital, Inc.(a) | &nbsp;&nbsp;&nbsp;164400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3095652 |
| &nbsp;&nbsp;&nbsp;Intuit, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;44924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19424239 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;650264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240708225 |
| &nbsp;&nbsp;&nbsp;Nebius Group NV (Netherlands)\* | &nbsp;&nbsp;&nbsp;&nbsp;16865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1749912 |
| &nbsp;&nbsp;&nbsp;Nice Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958898 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. (NYSE) | &nbsp;&nbsp;&nbsp;129397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19035593 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. (Japan) (XTKS) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391992 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;76600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11205048 |
| &nbsp;&nbsp;&nbsp;Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564794 |
| &nbsp;&nbsp;&nbsp;Salesforce, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;57200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10677524 |
| &nbsp;&nbsp;&nbsp;SAP SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;62123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10590893 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;86432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9036466 |
| &nbsp;&nbsp;&nbsp;Teradata Corp.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;70400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1804352 |
| &nbsp;&nbsp;&nbsp;Trend Micro, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;24600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820080 |
| &nbsp;&nbsp;&nbsp;Zoom Communications, Inc.\* | &nbsp;&nbsp;&nbsp;129600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10418544 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398054604 |
| **Specialized REITs — 0.2%** | **Specialized REITs — 0.2%** | **Specialized REITs — 0.2%** |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13053088 |
| &nbsp;&nbsp;&nbsp;Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2352576 |
| &nbsp;&nbsp;&nbsp;Gaming & Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;111293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4938071 |
| &nbsp;&nbsp;&nbsp;Iron Mountain, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;25900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2645426 |
| &nbsp;&nbsp;&nbsp;Public Storage(a) | &nbsp;&nbsp;&nbsp;&nbsp;14198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845954 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Inc. | &nbsp;&nbsp;&nbsp;413500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11296820 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38131935 |
| **Specialty Retail — 0.6%** | **Specialty Retail — 0.6%** | **Specialty Retail — 0.6%** |
| &nbsp;&nbsp;&nbsp;AutoNation, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;39600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7732296 |
| &nbsp;&nbsp;&nbsp;AutoZone, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4708625 |
| &nbsp;&nbsp;&nbsp;Avolta AG (Switzerland)\* | &nbsp;&nbsp;&nbsp;&nbsp;12075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723973 |
| &nbsp;&nbsp;&nbsp;Fast Retailing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5017851 |
| &nbsp;&nbsp;&nbsp;Five Below, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;28672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550979 |
| &nbsp;&nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;52358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17220023 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA (Spain) | &nbsp;&nbsp;&nbsp;179802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10466057 |
| &nbsp;&nbsp;&nbsp;JD Sports Fashion PLC (United Kingdom) | 1146734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087630 |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC (United Kingdom) | 1037260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3944013 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos., Inc.(a) | &nbsp;&nbsp;&nbsp;125537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29661882 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Specialty Retail (cont'd.)** | **Specialty Retail (cont'd.)** | **Specialty Retail (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16820020 |
| &nbsp;&nbsp;&nbsp;TJX Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;107519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17170784 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5122558 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126226691 |
| **Technology Hardware, Storage & Peripherals — 1.7%** | **Technology Hardware, Storage & Peripherals — 1.7%** | **Technology Hardware, Storage & Peripherals — 1.7%** |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | 1263144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320573316 |
| &nbsp;&nbsp;&nbsp;Canon, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;63800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770281 |
| &nbsp;&nbsp;&nbsp;Dell Technologies, Inc. (Class C Stock)(a) | &nbsp;&nbsp;&nbsp;&nbsp;39390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465081 |
| &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;47900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912765 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;189064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4501614 |
| &nbsp;&nbsp;&nbsp;Logitech International SA (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;26490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459982 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co. Ltd. (South Korea) | &nbsp;&nbsp;&nbsp;&nbsp;53119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6212872 |
| &nbsp;&nbsp;&nbsp;Sandisk Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8005284 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122327 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19119585 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373143107 |
| **Textiles, Apparel & Luxury Goods — 0.3%** | **Textiles, Apparel & Luxury Goods — 0.3%** | **Textiles, Apparel & Luxury Goods — 0.3%** |
| &nbsp;&nbsp;&nbsp;Amer Sports, Inc. (Finland)\* | &nbsp;&nbsp;&nbsp;&nbsp;75500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485460 |
| &nbsp;&nbsp;&nbsp;Asics Corp. (Japan) | &nbsp;&nbsp;&nbsp;263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7070785 |
| &nbsp;&nbsp;&nbsp;Brunello Cucinelli SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;36735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210425 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA (Switzerland) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;80771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14261423 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111899 |
| &nbsp;&nbsp;&nbsp;Hermes International SCA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330488 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;13848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7570004 |
| &nbsp;&nbsp;&nbsp;Moncler SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;43732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633041 |
| &nbsp;&nbsp;&nbsp;NIKE, Inc. (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;10099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533429 |
| &nbsp;&nbsp;&nbsp;Pandora A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;14987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071180 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8455618 |
| &nbsp;&nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4586075 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58319827 |
| **Tobacco — 0.2%** | **Tobacco — 0.2%** | **Tobacco — 0.2%** |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;159571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9264505 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;236494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9589315 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;20200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774950 |
| &nbsp;&nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;147901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24453952 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44082722 |
| **Trading Companies & Distributors — 0.3%** | **Trading Companies & Distributors — 0.3%** | **Trading Companies & Distributors — 0.3%** |
| &nbsp;&nbsp;&nbsp;AerCap Holdings NV (Ireland) | &nbsp;&nbsp;&nbsp;&nbsp;30500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183990 |
| &nbsp;&nbsp;&nbsp;Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2630484 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp. (Japan) | &nbsp;&nbsp;&nbsp;543500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6913587 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;89000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3255793 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp. (Japan) | &nbsp;&nbsp;&nbsp;402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13791000 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;162200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6269463 |
| &nbsp;&nbsp;&nbsp;Sumitomo Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2394821 |
| &nbsp;&nbsp;&nbsp;Sunbelt Rentals Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438049 |
| &nbsp;&nbsp;&nbsp;Toyota Tsusho Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;34600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340984 |
| &nbsp;&nbsp;&nbsp;United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5580041 |
| &nbsp;&nbsp;&nbsp;W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035997 |

---

A10

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Trading Companies & Distributors (cont'd.)** | **Trading Companies & Distributors (cont'd.)** | **Trading Companies & Distributors (cont'd.)** |
| &nbsp;&nbsp;&nbsp;WESCO International, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7743446 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59577655 |
| **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** |
| &nbsp;&nbsp;&nbsp;Aena SME SA (Spain), 144A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805259 |
| &nbsp;&nbsp;&nbsp;Transurban Group (Australia), UTS | &nbsp;&nbsp;&nbsp;&nbsp;204231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992241 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4797500 |
| **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Airtel Africa PLC (Nigeria), 144A | &nbsp;&nbsp;&nbsp;&nbsp;525460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423076 |
| &nbsp;&nbsp;&nbsp;KDDI Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;169100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2879220 |
| &nbsp;&nbsp;&nbsp;SoftBank Group Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;399983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9739486 |
| &nbsp;&nbsp;&nbsp;Tele2 AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;115114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382571 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;5756884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8683408 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26107761 |
| **Total Common Stocks<br>(cost $6,191,344,698)<br>** | **Total Common Stocks<br>(cost $6,191,344,698)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;7279093402 |
| **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** | **Preferred Stocks — 0.1%** |
| **Automobiles — 0.0%** | **Automobiles — 0.0%** | **Automobiles — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334702 |
| &nbsp;&nbsp;&nbsp;Porsche Automobil Holding SE (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356798 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608549 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300049 |
| **Banks — 0.0%** | **Banks — 0.0%** | **Banks — 0.0%** |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc., Series II, 6.250%, Maturing 02/15/31(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253650 |
| **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co. KGaA (Germany) (PRFC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4034493 |
| **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** |
| &nbsp;&nbsp;&nbsp;MetLife, Inc., Series E, 5.625%, Maturing 04/30/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325806 |
| **Life Sciences Tools & Services — 0.1%** | **Life Sciences Tools & Services — 0.1%** | **Life Sciences Tools & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Sartorius AG (Germany) (PRFC)(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137834 |
| **Total Preferred Stocks<br>(cost $12,755,536)<br>** | **Total Preferred Stocks<br>(cost $12,755,536)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12051832 |
| **Unaffiliated Exchange-Traded Funds — 13.9%** | **Unaffiliated Exchange-Traded Funds — 13.9%** | **Unaffiliated Exchange-Traded Funds — 13.9%** |
| &nbsp;&nbsp;&nbsp;Dimensional Core Fixed Income ETF | &nbsp;&nbsp;&nbsp;3342587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141124023 |
| &nbsp;&nbsp;&nbsp;Dimensional International Core Equity Market ETF | &nbsp;&nbsp;&nbsp;3388821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132028466 |
| &nbsp;&nbsp;&nbsp;Dimensional US Equity Market ETF | 19510854 | &nbsp;&nbsp;&nbsp;&nbsp;1383514657 |
| &nbsp;&nbsp;&nbsp;iShares Core MSCI EAFE ETF | &nbsp;&nbsp;&nbsp;1186250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107391213 |
| &nbsp;&nbsp;&nbsp;iShares Core S&P 500 ETF | &nbsp;&nbsp;&nbsp;&nbsp;441810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288594710 |
| &nbsp;&nbsp;&nbsp;iShares JP Morgan USD Emerging Markets Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;226449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21270355 |
| &nbsp;&nbsp;&nbsp;iShares MSCI EAFE ETF | &nbsp;&nbsp;&nbsp;&nbsp;443996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43125331 |
| &nbsp;&nbsp;&nbsp;iShares Russell 1000 Growth ETF | &nbsp;&nbsp;&nbsp;&nbsp;389474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166071714 |
| &nbsp;&nbsp;&nbsp;iShares Russell 1000 Value ETF | &nbsp;&nbsp;&nbsp;1943402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415246705 |
| &nbsp;&nbsp;&nbsp;SPDR Gold MiniShares Trust\* | &nbsp;&nbsp;&nbsp;&nbsp;424903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39384259 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Unaffiliated Exchange-Traded Funds (continued)** | **Unaffiliated Exchange-Traded Funds (continued)** | **Unaffiliated Exchange-Traded Funds (continued)** |
| &nbsp;&nbsp;&nbsp;Vanguard Dividend Appreciation ETF | 1194498 | &nbsp;&nbsp;&nbsp;&nbsp;$256888740 |
| **Total Unaffiliated Exchange-Traded Funds<br>(cost $2,895,926,975)<br>** | **Total Unaffiliated Exchange-Traded Funds<br>(cost $2,895,926,975)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;2994640173 |

---

---

| | |
|:---|:---|
| **Units** | **Units** |
| **Warrants\* — 0.0%** | **Warrants\* — 0.0%** |
| **Interactive Media & Services** | **Interactive Media & Services** |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC, expiring 06/30/26(x) | 50081 |
| &nbsp;&nbsp;&nbsp;(cost $0) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |
| **Asset-Backed Securities — 4.6%** | **Asset-Backed Securities — 4.6%** | **Asset-Backed Securities — 4.6%** | **Asset-Backed Securities — 4.6%** |
| **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** |
| American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, | American Credit Acceptance Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C, 144A |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/12/33 | &nbsp;&nbsp;1193 | 1189182 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D, 144A |
| &nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/12/33 | &nbsp;&nbsp;1073 | 1065028 |
| Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, |
| &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;508278 |
| Bayview Opportunity Master Fund VII LLC, | Bayview Opportunity Master Fund VII LLC, | Bayview Opportunity Master Fund VII LLC, | Bayview Opportunity Master Fund VII LLC, |
| &nbsp;&nbsp;&nbsp;Series 2024-CAR01, Class C, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-CAR01, Class C, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-CAR01, Class C, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-CAR01, Class C, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.162%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;82687 |
| Bayview Opportunity Master Fund VII Trust, | Bayview Opportunity Master Fund VII Trust, | Bayview Opportunity Master Fund VII Trust, | Bayview Opportunity Master Fund VII Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-SN01, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2024-SN01, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2024-SN01, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2024-SN01, Class B, 144A |
| &nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;502302 |
| Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, | Bridgecrest Lending Auto Securitization Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C | &nbsp;&nbsp;&nbsp;Series 2025-04, Class C |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;204523 |
| &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D | &nbsp;&nbsp;&nbsp;Series 2025-04, Class D |
| &nbsp;&nbsp;&nbsp;5.410% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;230393 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C |
| &nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;484902 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01, Class D |
| &nbsp;&nbsp;&nbsp;4.990% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;592207 |
| Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, | Enterprise Fleet Financing LLC, |
| &nbsp;&nbsp;&nbsp;Series 2023-02, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;5.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;133872 |
| &nbsp;&nbsp;&nbsp;Series 2024-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2024-01, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;337395 |
| Exeter Automobile Receivables Trust, | Exeter Automobile Receivables Trust, | Exeter Automobile Receivables Trust, | Exeter Automobile Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-03A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-03A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-03A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-03A, Class D |
| &nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;236664 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class C |
| &nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;463049 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class D |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;937 | &nbsp;&nbsp;&nbsp;927697 |
| Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2021-02, Class C, 144A |
| &nbsp;&nbsp;&nbsp;2.110% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;1425 | 1403578 |

---

A11

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** | **Automobiles (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A |
| &nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;$411802 |
| Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, | Ford Credit Floorplan Master Owner Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800982 |
| GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, | GLS Auto Receivables Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-04A, Class C, 144A |
| &nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595843 |
| Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, | Santander Drive Auto Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B | &nbsp;&nbsp;&nbsp;Series 2023-06, Class B |
| &nbsp;&nbsp;&nbsp;5.980% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201959 |
| &nbsp;&nbsp;&nbsp;Series 2023-06, Class C | &nbsp;&nbsp;&nbsp;Series 2023-06, Class C | &nbsp;&nbsp;&nbsp;Series 2023-06, Class C | &nbsp;&nbsp;&nbsp;Series 2023-06, Class C |
| &nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102740 |
| &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C | &nbsp;&nbsp;&nbsp;Series 2025-03, Class C |
| &nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340485 |
| &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C | &nbsp;&nbsp;&nbsp;Series 2026-01, Class C |
| &nbsp;&nbsp;&nbsp;4.260% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801445 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11617013 |
| **Collateralized Loan Obligations — 4.4%** | **Collateralized Loan Obligations — 4.4%** | **Collateralized Loan Obligations — 4.4%** | **Collateralized Loan Obligations — 4.4%** |
| Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), | Anchorage Capital CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-11A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.199%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/37 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12997851 |
| Aqueduct European CLO DAC (Ireland), | Aqueduct European CLO DAC (Ireland), | Aqueduct European CLO DAC (Ireland), | Aqueduct European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2024-10A, Class A, 144A, 3 Month EURIBOR + 1.280% (Cap N/A, Floor 1.280%) | &nbsp;&nbsp;&nbsp;Series 2024-10A, Class A, 144A, 3 Month EURIBOR + 1.280% (Cap N/A, Floor 1.280%) | &nbsp;&nbsp;&nbsp;Series 2024-10A, Class A, 144A, 3 Month EURIBOR + 1.280% (Cap N/A, Floor 1.280%) | &nbsp;&nbsp;&nbsp;Series 2024-10A, Class A, 144A, 3 Month EURIBOR + 1.280% (Cap N/A, Floor 1.280%) |
| &nbsp;&nbsp;&nbsp;3.306%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/39 | &nbsp;&nbsp;21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24608957 |
| Ares CLO Ltd. (Cayman Islands), | Ares CLO Ltd. (Cayman Islands), | Ares CLO Ltd. (Cayman Islands), | Ares CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2020-56A, Class BR2, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2020-56A, Class BR2, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2020-56A, Class BR2, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2020-56A, Class BR2, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;5.368%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/38 | &nbsp;&nbsp;23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23784537 |
| Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), | Ares European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) | &nbsp;&nbsp;&nbsp;Series 11A, Class A1R, 144A, 3 Month EURIBOR + 0.770% (Cap N/A, Floor 0.770%) |
| &nbsp;&nbsp;&nbsp;2.786%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2677806 |
| &nbsp;&nbsp;&nbsp;Series 21A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 21A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 21A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 21A, Class A, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) |
| &nbsp;&nbsp;&nbsp;3.236%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136338 |
| Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), | Avoca CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 32A, Class A1, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) |
| &nbsp;&nbsp;&nbsp;3.186%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/39 | &nbsp;&nbsp;&nbsp;1235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420552 |
| Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), | Balboa Bay Loan Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;4.858%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/37 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20481068 |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.510% (Cap N/A, Floor 1.510%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.510% (Cap N/A, Floor 1.510%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.510% (Cap N/A, Floor 1.510%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.510% (Cap N/A, Floor 1.510%) |
| &nbsp;&nbsp;&nbsp;5.178%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23992944 |
| Barings CLO Ltd., | Barings CLO Ltd., | Barings CLO Ltd., | Barings CLO Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A1, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A1, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A1, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A1, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) |
| &nbsp;&nbsp;&nbsp;4.988%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/38 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20015290 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| Barrow Hanley CLO Ltd. (Cayman Islands), | Barrow Hanley CLO Ltd. (Cayman Islands), | Barrow Hanley CLO Ltd. (Cayman Islands), | Barrow Hanley CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class BR, 144A, 3 Month SOFR + 1.740% (Cap N/A, Floor 1.740%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class BR, 144A, 3 Month SOFR + 1.740% (Cap N/A, Floor 1.740%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class BR, 144A, 3 Month SOFR + 1.740% (Cap N/A, Floor 1.740%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class BR, 144A, 3 Month SOFR + 1.740% (Cap N/A, Floor 1.740%) |
| &nbsp;&nbsp;&nbsp;5.408%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10005108 |
| Benefit Street Partners CLO Ltd. (Cayman Islands), | Benefit Street Partners CLO Ltd. (Cayman Islands), | Benefit Street Partners CLO Ltd. (Cayman Islands), | Benefit Street Partners CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-16A, Class A1R2, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2018-16A, Class A1R2, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2018-16A, Class A1R2, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2018-16A, Class A1R2, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) |
| &nbsp;&nbsp;&nbsp;4.988%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/38 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5001827 |
| Broad River BSL Funding CLO Ltd. (Cayman Islands), | Broad River BSL Funding CLO Ltd. (Cayman Islands), | Broad River BSL Funding CLO Ltd. (Cayman Islands), | Broad River BSL Funding CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class AR, 144A, 3 Month SOFR + 1.432% (Cap N/A, Floor 1.170%) |
| &nbsp;&nbsp;&nbsp;5.099%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000576 |
| Carlyle US CLO Ltd. (Cayman Islands), | Carlyle US CLO Ltd. (Cayman Islands), | Carlyle US CLO Ltd. (Cayman Islands), | Carlyle US CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-08A, Class B, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-08A, Class B, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-08A, Class B, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-08A, Class B, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;5.368%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/37 | &nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15526215 |
| CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), | CQS US CLO Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class A1, 144A, 3 Month SOFR + 1.890% (Cap N/A, Floor 1.890%) |
| &nbsp;&nbsp;&nbsp;5.558%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/37 | &nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14005456 |
| Crown Point CLO Ltd. (Cayman Islands), | Crown Point CLO Ltd. (Cayman Islands), | Crown Point CLO Ltd. (Cayman Islands), | Crown Point CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-07A, Class AR, 144A, 3 Month SOFR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2018-07A, Class AR, 144A, 3 Month SOFR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2018-07A, Class AR, 144A, 3 Month SOFR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2018-07A, Class AR, 144A, 3 Month SOFR + 1.230% (Cap N/A, Floor 1.230%) |
| &nbsp;&nbsp;&nbsp;4.898%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42689 |
| CVC Cordatus Loan Fund DAC (Ireland), | CVC Cordatus Loan Fund DAC (Ireland), | CVC Cordatus Loan Fund DAC (Ireland), | CVC Cordatus Loan Fund DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 08A, Class A1RR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 08A, Class A1RR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 08A, Class A1RR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 08A, Class A1RR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) |
| &nbsp;&nbsp;&nbsp;2.866%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760859 |
| Dewolf Park CLO Ltd. (Cayman Islands), | Dewolf Park CLO Ltd. (Cayman Islands), | Dewolf Park CLO Ltd. (Cayman Islands), | Dewolf Park CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2017-01A, Class AR2, 144A, 3 Month SOFR + 1.210% (Cap N/A, Floor 1.210%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class AR2, 144A, 3 Month SOFR + 1.210% (Cap N/A, Floor 1.210%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class AR2, 144A, 3 Month SOFR + 1.210% (Cap N/A, Floor 1.210%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class AR2, 144A, 3 Month SOFR + 1.210% (Cap N/A, Floor 1.210%) |
| &nbsp;&nbsp;&nbsp;4.875%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/39 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20482409 |
| Elevation CLO Ltd. (Cayman Islands), | Elevation CLO Ltd. (Cayman Islands), | Elevation CLO Ltd. (Cayman Islands), | Elevation CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2016-05A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | &nbsp;&nbsp;&nbsp;Series 2016-05A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | &nbsp;&nbsp;&nbsp;Series 2016-05A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | &nbsp;&nbsp;&nbsp;Series 2016-05A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) |
| &nbsp;&nbsp;&nbsp;5.038%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/38 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35019722 |
| Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), | Elmwood CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1RR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1RR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1RR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1RR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) |
| &nbsp;&nbsp;&nbsp;5.018%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/37 | &nbsp;&nbsp;30500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30508930 |
| &nbsp;&nbsp;&nbsp;Series 2023-03A, Class AR, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class AR, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class AR, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class AR, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) |
| &nbsp;&nbsp;&nbsp;4.988%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/38 | &nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3751104 |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A1, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.198%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/17/37 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25008938 |
| Empower CLO Ltd. (Cayman Islands), | Empower CLO Ltd. (Cayman Islands), | Empower CLO Ltd. (Cayman Islands), | Empower CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2022-01A, Class A1R, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class A1R, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class A1R, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class A1R, 144A, 3 Month SOFR + 1.390% (Cap N/A, Floor 1.390%) |
| &nbsp;&nbsp;&nbsp;5.058%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/37 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10003029 |
| Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), | Greywolf CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1SR, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.140%) |
| &nbsp;&nbsp;&nbsp;5.072%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545073 |
| &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) |
| &nbsp;&nbsp;&nbsp;5.109%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4005 |

---

A12

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), | ICG Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class AR, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.276%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/38 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40353358 |
| ICG US CLO Ltd. (Cayman Islands), | ICG US CLO Ltd. (Cayman Islands), | ICG US CLO Ltd. (Cayman Islands), | ICG US CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1R, 144A, 3 Month SOFR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1R, 144A, 3 Month SOFR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1R, 144A, 3 Month SOFR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1R, 144A, 3 Month SOFR + 1.270% (Cap N/A, Floor 1.270%) |
| &nbsp;&nbsp;&nbsp;4.938%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/17/34 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35008449 |
| Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), | Invesco Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A1R, 144A, 3 Month EURIBOR + 0.650% (Cap N/A, Floor 0.650%) |
| &nbsp;&nbsp;&nbsp;2.666%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;1273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469641 |
| Jamestown CLO Ltd. (Cayman Islands), | Jamestown CLO Ltd. (Cayman Islands), | Jamestown CLO Ltd. (Cayman Islands), | Jamestown CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-14A, Class A2RR, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2019-14A, Class A2RR, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2019-14A, Class A2RR, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2019-14A, Class A2RR, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) |
| &nbsp;&nbsp;&nbsp;5.218%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/34 | &nbsp;&nbsp;37850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37711847 |
| Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), | Kennedy Lewis CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) | &nbsp;&nbsp;&nbsp;Series 07A, Class A1R, 144A, 3 Month SOFR + 1.620% (Cap N/A, Floor 1.620%) |
| &nbsp;&nbsp;&nbsp;5.289%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/22/37 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20006620 |
| KKR CLO Ltd. (Cayman Islands), | KKR CLO Ltd. (Cayman Islands), | KKR CLO Ltd. (Cayman Islands), | KKR CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-54A, Class A, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2024-54A, Class A, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2024-54A, Class A, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2024-54A, Class A, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) |
| &nbsp;&nbsp;&nbsp;4.992%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18497110 |
| &nbsp;&nbsp;&nbsp;Series 40A, Class AR, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 40A, Class AR, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 40A, Class AR, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 40A, Class AR, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) |
| &nbsp;&nbsp;&nbsp;4.968%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/34 | &nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020063 |
| Madison Park Euro Funding DAC (Ireland), | Madison Park Euro Funding DAC (Ireland), | Madison Park Euro Funding DAC (Ireland), | Madison Park Euro Funding DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 23A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 23A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 23A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 23A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) |
| &nbsp;&nbsp;&nbsp;3.763%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463506 |
| Madison Park Funding Ltd. (Cayman Islands), | Madison Park Funding Ltd. (Cayman Islands), | Madison Park Funding Ltd. (Cayman Islands), | Madison Park Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-37A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-37A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-37A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) | &nbsp;&nbsp;&nbsp;Series 2019-37A, Class AR2, 144A, 3 Month SOFR + 1.530% (Cap N/A, Floor 1.530%) |
| &nbsp;&nbsp;&nbsp;5.202%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361341 |
| &nbsp;&nbsp;&nbsp;Series 2021-59A, Class A1R, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2021-59A, Class A1R, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2021-59A, Class A1R, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2021-59A, Class A1R, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) |
| &nbsp;&nbsp;&nbsp;5.168%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/18/37 | &nbsp;&nbsp;29750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29763019 |
| Magnetite Ltd. (Cayman Islands), | Magnetite Ltd. (Cayman Islands), | Magnetite Ltd. (Cayman Islands), | Magnetite Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2016-17A, Class AR2, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2016-17A, Class AR2, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2016-17A, Class AR2, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2016-17A, Class AR2, 144A, 3 Month SOFR + 1.500% (Cap N/A, Floor 1.500%) |
| &nbsp;&nbsp;&nbsp;5.168%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/37 | &nbsp;&nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550489 |
| &nbsp;&nbsp;&nbsp;Series 2024-42A, Class A1, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) | &nbsp;&nbsp;&nbsp;Series 2024-42A, Class A1, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) | &nbsp;&nbsp;&nbsp;Series 2024-42A, Class A1, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) | &nbsp;&nbsp;&nbsp;Series 2024-42A, Class A1, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) |
| &nbsp;&nbsp;&nbsp;4.978%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/38 | &nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20504100 |
| Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), | Mountain View CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class ARR, 144A, 3 Month SOFR + 1.262% (Cap N/A, Floor 1.000%) |
| &nbsp;&nbsp;&nbsp;4.911%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196560 |
| Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), | Nassau Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1R, 144A, 3 Month EURIBOR + 1.220% (Cap N/A, Floor 1.220%) |
| &nbsp;&nbsp;&nbsp;3.246%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/38 | &nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32213276 |
| Neuberger Berman Loan Advisers CLO Ltd. (Cayman Islands), | Neuberger Berman Loan Advisers CLO Ltd. (Cayman Islands), | Neuberger Berman Loan Advisers CLO Ltd. (Cayman Islands), | Neuberger Berman Loan Advisers CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2017-24A, Class AR2, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2017-24A, Class AR2, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2017-24A, Class AR2, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2017-24A, Class AR2, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) |
| &nbsp;&nbsp;&nbsp;5.030%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/38 | &nbsp;&nbsp;54750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54769852 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), | NGC Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class B, 144A, 3 Month SOFR + 2.100% (Cap N/A, Floor 2.100%) |
| &nbsp;&nbsp;&nbsp;5.768%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9519036 |
| Northwoods Capital Ltd. (Cayman Islands), | Northwoods Capital Ltd. (Cayman Islands), | Northwoods Capital Ltd. (Cayman Islands), | Northwoods Capital Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | &nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | &nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) | &nbsp;&nbsp;&nbsp;Series 2018-11BA, Class A1R, 144A, 3 Month SOFR + 1.450% (Cap N/A, Floor 1.450%) |
| &nbsp;&nbsp;&nbsp;5.118%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/19/37 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15004916 |
| &nbsp;&nbsp;&nbsp;Series 2018-14BA, Class AR, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2018-14BA, Class AR, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2018-14BA, Class AR, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2018-14BA, Class AR, 144A, 3 Month SOFR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;4.883%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772054 |
| OFSI BSL Ltd. (Cayman Islands), | OFSI BSL Ltd. (Cayman Islands), | OFSI BSL Ltd. (Cayman Islands), | OFSI BSL Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2023-12A, Class A1R, 144A, 3 Month SOFR + 1.340% (Cap N/A, Floor 1.340%) | &nbsp;&nbsp;&nbsp;Series 2023-12A, Class A1R, 144A, 3 Month SOFR + 1.340% (Cap N/A, Floor 1.340%) | &nbsp;&nbsp;&nbsp;Series 2023-12A, Class A1R, 144A, 3 Month SOFR + 1.340% (Cap N/A, Floor 1.340%) | &nbsp;&nbsp;&nbsp;Series 2023-12A, Class A1R, 144A, 3 Month SOFR + 1.340% (Cap N/A, Floor 1.340%) |
| &nbsp;&nbsp;&nbsp;5.008%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30008097 |
| OHA Credit Partners (Cayman Islands), | OHA Credit Partners (Cayman Islands), | OHA Credit Partners (Cayman Islands), | OHA Credit Partners (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2021-16A, Class AR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2021-16A, Class AR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2021-16A, Class AR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2021-16A, Class AR, 144A, 3 Month SOFR + 1.350% (Cap N/A, Floor 1.350%) |
| &nbsp;&nbsp;&nbsp;5.018%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/37 | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10503063 |
| Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), | Palmer Square European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class ARR, 144A, 3 Month EURIBOR + 1.390% (Cap N/A, Floor 1.390%) |
| &nbsp;&nbsp;&nbsp;3.406%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;15250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17609918 |
| &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.266%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592933 |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month EURIBOR + 1.350% (Cap N/A, Floor 1.350%) |
| &nbsp;&nbsp;&nbsp;3.366%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/38 | &nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374111 |
| &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) | &nbsp;&nbsp;&nbsp;Series 2026-01A, Class A, 144A, 3 Month EURIBOR + 1.230% (Cap N/A, Floor 1.230%) |
| &nbsp;&nbsp;&nbsp;3.399%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921274 |
| Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), | Parallel Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A2R, 144A, 3 Month SOFR + 2.112% (Cap N/A, Floor 1.850%) |
| &nbsp;&nbsp;&nbsp;5.779%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807265 |
| Ravensdale Park CLO DAC (Ireland), | Ravensdale Park CLO DAC (Ireland), | Ravensdale Park CLO DAC (Ireland), | Ravensdale Park CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.170% (Cap N/A, Floor 1.170%) |
| &nbsp;&nbsp;&nbsp;3.200%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029006 |
| Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) |
| &nbsp;&nbsp;&nbsp;5.052%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/06/37 | &nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30012825 |
| Rockford Tower CLO Ltd. (Cayman Islands), | Rockford Tower CLO Ltd. (Cayman Islands), | Rockford Tower CLO Ltd. (Cayman Islands), | Rockford Tower CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A, 144A, 3 Month SOFR + 1.422% (Cap N/A, Floor 1.160%) |
| &nbsp;&nbsp;&nbsp;5.089%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634635 |
| &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1RR, 144A, 3 Month SOFR + 1.090% (Cap N/A, Floor 1.090%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1RR, 144A, 3 Month SOFR + 1.090% (Cap N/A, Floor 1.090%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1RR, 144A, 3 Month SOFR + 1.090% (Cap N/A, Floor 1.090%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1RR, 144A, 3 Month SOFR + 1.090% (Cap N/A, Floor 1.090%) |
| &nbsp;&nbsp;&nbsp;4.758%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/36 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34944301 |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A1, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A1, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A1, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A1, 144A, 3 Month SOFR + 1.400% (Cap N/A, Floor 1.400%) |
| &nbsp;&nbsp;&nbsp;5.068%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/38 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15008201 |

---

A13

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** | **Collateralized Loan Obligations (cont'd.)** |
| RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), | RRE Loan Management DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) | &nbsp;&nbsp;&nbsp;Series 24A, Class A1, 144A, 3 Month EURIBOR + 1.160% (Cap N/A, Floor 1.160%) |
| &nbsp;&nbsp;&nbsp;3.176%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;$1436894 |
| Sculptor CLO Ltd. (Cayman Islands), | Sculptor CLO Ltd. (Cayman Islands), | Sculptor CLO Ltd. (Cayman Islands), | Sculptor CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 28A, Class B1R, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 28A, Class B1R, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 28A, Class B1R, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 28A, Class B1R, 144A, 3 Month SOFR + 1.600% (Cap N/A, Floor 1.600%) |
| &nbsp;&nbsp;&nbsp;5.268%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/35 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19967816 |
| Sona Fios CLO DAC (Ireland), | Sona Fios CLO DAC (Ireland), | Sona Fios CLO DAC (Ireland), | Sona Fios CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 04A, Class A, 144A, 3 Month EURIBOR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A, 144A, 3 Month EURIBOR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A, 144A, 3 Month EURIBOR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A, 144A, 3 Month EURIBOR + 1.270% (Cap N/A, Floor 1.270%) |
| &nbsp;&nbsp;&nbsp;3.296%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/38 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14405977 |
| Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2015-16A, Class ARR, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2015-16A, Class ARR, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2015-16A, Class ARR, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2015-16A, Class ARR, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) |
| &nbsp;&nbsp;&nbsp;4.872%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503480 |
| &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) |
| &nbsp;&nbsp;&nbsp;4.893%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61608 |
| TCW CLO Ltd. (Cayman Islands), | TCW CLO Ltd. (Cayman Islands), | TCW CLO Ltd. (Cayman Islands), | TCW CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1R1, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1R1, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1R1, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A1R1, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) |
| &nbsp;&nbsp;&nbsp;5.028%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12507451 |
| Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), | Tikehau CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 13A, Class A, 144A, 3 Month EURIBOR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;3.206%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27943759 |
| Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) | &nbsp;&nbsp;&nbsp;Series 09A, Class A, 144A, 3 Month EURIBOR + 1.650% (Cap N/A, Floor 1.650%) |
| &nbsp;&nbsp;&nbsp;3.666%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17335207 |
| &nbsp;&nbsp;&nbsp;Series 10A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 10A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 10A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) | &nbsp;&nbsp;&nbsp;Series 10A, Class A, 144A, 3 Month EURIBOR + 1.250% (Cap N/A, Floor 1.250%) |
| &nbsp;&nbsp;&nbsp;3.266%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/38 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28752087 |
| Trimaran CAVU Ltd., | Trimaran CAVU Ltd., | Trimaran CAVU Ltd., | Trimaran CAVU Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A1R, 144A, 3 Month SOFR + 1.190% (Cap N/A, Floor 1.190%) |
| &nbsp;&nbsp;&nbsp;4.858%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/37 | &nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34947174 |
| Trinitas CLO Ltd. (Bermuda), | Trinitas CLO Ltd. (Bermuda), | Trinitas CLO Ltd. (Bermuda), | Trinitas CLO Ltd. (Bermuda), |
| &nbsp;&nbsp;&nbsp;Series 2024-24A, Class B, 144A, 3 Month SOFR + 2.300% (Cap N/A, Floor 2.300%) | &nbsp;&nbsp;&nbsp;Series 2024-24A, Class B, 144A, 3 Month SOFR + 2.300% (Cap N/A, Floor 2.300%) | &nbsp;&nbsp;&nbsp;Series 2024-24A, Class B, 144A, 3 Month SOFR + 2.300% (Cap N/A, Floor 2.300%) | &nbsp;&nbsp;&nbsp;Series 2024-24A, Class B, 144A, 3 Month SOFR + 2.300% (Cap N/A, Floor 2.300%) |
| &nbsp;&nbsp;&nbsp;5.968%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/37 | &nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8242612 |
| Venture CLO Ltd. (Cayman Islands), | Venture CLO Ltd. (Cayman Islands), | Venture CLO Ltd. (Cayman Islands), | Venture CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-32A, Class A1, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.100%) | &nbsp;&nbsp;&nbsp;Series 2018-32A, Class A1, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.100%) | &nbsp;&nbsp;&nbsp;Series 2018-32A, Class A1, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.100%) | &nbsp;&nbsp;&nbsp;Series 2018-32A, Class A1, 144A, 3 Month SOFR + 1.362% (Cap N/A, Floor 1.100%) |
| &nbsp;&nbsp;&nbsp;5.029%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669023 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949185237 |
| **Consumer Loans — 0.1%** | **Consumer Loans — 0.1%** | **Consumer Loans — 0.1%** | **Consumer Loans — 0.1%** |
| Aqua Finance Issuer Trust, | Aqua Finance Issuer Trust, | Aqua Finance Issuer Trust, | Aqua Finance Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-B, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-B, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-B, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-B, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.790% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653783 |
| Foundation Finance Trust, | Foundation Finance Trust, | Foundation Finance Trust, | Foundation Finance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;&nbsp;1263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253518 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Consumer Loans (cont'd.)** | **Consumer Loans (cont'd.)** | **Consumer Loans (cont'd.)** | **Consumer Loans (cont'd.)** |
| GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, | GreenSky Home Improvement Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03A, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;4.520% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/27/60 | &nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;$425153 |
| Lendmark Funding Trust, | Lendmark Funding Trust, | Lendmark Funding Trust, | Lendmark Funding Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249682 |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/34 | &nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523453 |
| OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, | OneMain Financial Issuance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176910 |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/38 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530428 |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class D, 144A |
| &nbsp;&nbsp;&nbsp;7.490% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314608 |
| &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class C, 144A |
| &nbsp;&nbsp;&nbsp;6.740% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205367 |
| &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02A, Class D, 144A |
| &nbsp;&nbsp;&nbsp;7.520% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206263 |
| Oportun Issuance Trust, | Oportun Issuance Trust, | Oportun Issuance Trust, | Oportun Issuance Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/34 | &nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233580 |
| UPG HI Issuer Trust, | UPG HI Issuer Trust, | UPG HI Issuer Trust, | UPG HI Issuer Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8027745 |
| **Credit Cards — 0.0%** | **Credit Cards — 0.0%** | **Credit Cards — 0.0%** | **Credit Cards — 0.0%** |
| NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), | NewDay Funding (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2024-01A, Class A, 144A, SONIA + 1.180% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.914%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460342 |
| **Home Equity Loans — 0.0%** | **Home Equity Loans — 0.0%** | **Home Equity Loans — 0.0%** | **Home Equity Loans — 0.0%** |
| ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, | ACE Securities Corp. Home Equity Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2004-IN01, Class A1, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) |
| &nbsp;&nbsp;&nbsp;4.433%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18709 |
| Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, | Bear Stearns Asset-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2003-02, Class A3, 1 Month SOFR + 1.614% (Cap 11.000%, Floor 1.500%) |
| &nbsp;&nbsp;&nbsp;5.293%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10352 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.899%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412742 |
| JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2023-HE02, Class A1, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.373%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18218 |
| Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, | Option One Mortgage Accept Corp., Asset-Backed Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) | &nbsp;&nbsp;&nbsp;Series 2003-05, Class A2, 1 Month SOFR + 0.754% (Cap N/A, Floor 0.640%) |
| &nbsp;&nbsp;&nbsp;4.433%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14325 |
| RCKT Mortgage Trust, | RCKT Mortgage Trust, | RCKT Mortgage Trust, | RCKT Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;6.591%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549699 |

---

A14

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** | **Home Equity Loans (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES11, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.966%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/55 | &nbsp;&nbsp;1137 | &nbsp;&nbsp;$1130284 |
| &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CES12, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.027%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943619 |
| &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-CES02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.762%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/56 | &nbsp;&nbsp;3533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494045 |
| Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES01, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.848%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51552 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;6.125%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49291 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES03, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;6.290%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167776 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES04, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES04, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.122%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315405 |
| &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES05, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;5.167%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487363 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7663380 |
| **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** |
| Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, | Hilton Grand Vacations Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2025-03EXT, Class B, 144A |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401058 |
| NMABS Issuer I LLC, | NMABS Issuer I LLC, | NMABS Issuer I LLC, | NMABS Issuer I LLC, |
| &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/22/55 | &nbsp;&nbsp;&nbsp;&nbsp;682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667271 |
| Progress Residential Trust, | Progress Residential Trust, | Progress Residential Trust, | Progress Residential Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A |
| &nbsp;&nbsp;&nbsp;3.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/42 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134574 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR06, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704282 |
| Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200294 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3107479 |
| **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** |
| Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, | Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-through Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2004-R01, Class A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) |
| &nbsp;&nbsp;&nbsp;4.393%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 |
| Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, | Argent Securities, Inc., Asset-Backed Pass-Through Certificates, |
| &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) | &nbsp;&nbsp;&nbsp;Series 2004-W10, Class A2, 1 Month SOFR + 0.894% (Cap N/A, Floor 0.780%) |
| &nbsp;&nbsp;&nbsp;3.872%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11105 |
| Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, | Countrywide Asset-Backed Certificates Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) | &nbsp;&nbsp;&nbsp;Series 2004-BC04, Class M1, 1 Month SOFR + 1.164% (Cap N/A, Floor 1.050%) |
| &nbsp;&nbsp;&nbsp;4.843%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, | Merrill Lynch Mortgage Investors Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) | &nbsp;&nbsp;&nbsp;Series 2004-WMC03, Class M2, 1 Month SOFR + 1.959% (Cap N/A, Floor 1.845%) |
| &nbsp;&nbsp;&nbsp;4.698%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9440 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** | **Residential Mortgage-Backed Securities (cont'd.)** |
| Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, | Structured Asset Investment Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) | &nbsp;&nbsp;&nbsp;Series 2004-BNC01, Class A4, 1 Month SOFR + 1.054% (Cap N/A, Floor 0.940%) |
| &nbsp;&nbsp;&nbsp;4.733%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;$38344 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63804 |
| **Student Loans — 0.0%** | **Student Loans — 0.0%** | **Student Loans — 0.0%** | **Student Loans — 0.0%** |
| SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, | SoFi Professional Loan Program LLC, |
| &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2019-C, Class A2FX, 144A |
| &nbsp;&nbsp;&nbsp;2.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/16/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36523 |
| SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, | SoFi Professional Loan Program Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A2FX, 144A |
| &nbsp;&nbsp;&nbsp;2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70701 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107224 |
| **Total Asset-Backed Securities<br>(cost $987,541,838)<br>** | **Total Asset-Backed Securities<br>(cost $987,541,838)<br>** | **Total Asset-Backed Securities<br>(cost $987,541,838)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981232224 |
| **Commercial Mortgage-Backed Securities — 0.5%** | **Commercial Mortgage-Backed Securities — 0.5%** | **Commercial Mortgage-Backed Securities — 0.5%** | **Commercial Mortgage-Backed Securities — 0.5%** |
| BANK, | BANK, | BANK, | BANK, |
| &nbsp;&nbsp;&nbsp;Series 2017-BNK06, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-BNK06, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-BNK06, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-BNK06, Class A4 |
| &nbsp;&nbsp;&nbsp;3.254% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99905 |
| &nbsp;&nbsp;&nbsp;Series 2018-BN13, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-BN13, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-BN13, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-BN13, Class A4 |
| &nbsp;&nbsp;&nbsp;3.953% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386545 |
| &nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 | &nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 | &nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 | &nbsp;&nbsp;&nbsp;Series 2019-BN20, Class A2 |
| &nbsp;&nbsp;&nbsp;2.758% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496266 |
| &nbsp;&nbsp;&nbsp;Series 2021-BN34, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-BN34, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-BN34, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-BN34, Class A5 |
| &nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202447 |
| BANK5, | BANK5, | BANK5, | BANK5, |
| &nbsp;&nbsp;&nbsp;Series 2024-05YR08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR08, Class A3 |
| &nbsp;&nbsp;&nbsp;5.884% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312161 |
| &nbsp;&nbsp;&nbsp;Series 2024-05YR10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR10, Class A3 |
| &nbsp;&nbsp;&nbsp;5.302% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/57 | &nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017437 |
| &nbsp;&nbsp;&nbsp;Series 2025-05YR14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR14, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR14, Class A3 |
| &nbsp;&nbsp;&nbsp;5.646% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/58 | &nbsp;&nbsp;5730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5920303 |
| &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-05YR15, Class A3 |
| &nbsp;&nbsp;&nbsp;5.452% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/58 | &nbsp;&nbsp;6450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6609953 |
| Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, | Barclays Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-C04, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C04, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C04, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C04, Class A4 |
| &nbsp;&nbsp;&nbsp;2.661% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318970 |
| &nbsp;&nbsp;&nbsp;Series 2024-05C27, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C27, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C27, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C27, Class A3 |
| &nbsp;&nbsp;&nbsp;6.014% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373454 |
| &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C29, Class A3 |
| &nbsp;&nbsp;&nbsp;5.208% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712437 |
| &nbsp;&nbsp;&nbsp;Series 2025-5C34, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C34, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C34, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C34, Class A3 |
| &nbsp;&nbsp;&nbsp;5.659% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/58 | &nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750488 |
| &nbsp;&nbsp;&nbsp;Series 2025-5C36, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C36, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C36, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C36, Class A3 |
| &nbsp;&nbsp;&nbsp;5.517% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/58 | &nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7314382 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, | Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-B25, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-B25, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-B25, Class A4 | &nbsp;&nbsp;&nbsp;Series 2021-B25, Class A4 |
| &nbsp;&nbsp;&nbsp;2.268% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/54 | &nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2696859 |
| &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 |
| &nbsp;&nbsp;&nbsp;5.602% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641339 |
| &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 |
| &nbsp;&nbsp;&nbsp;5.277% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323286 |
| &nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V11, Class A3 |
| &nbsp;&nbsp;&nbsp;5.909%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;3610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3749519 |

---

A15

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** |
| &nbsp;&nbsp;&nbsp;Series 2025-V16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-V16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-V16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-V16, Class A3 |
| &nbsp;&nbsp;&nbsp;5.439%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/58 | &nbsp;&nbsp;4250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4362572 |
| &nbsp;&nbsp;&nbsp;Series 2026-V20, Class A3 | &nbsp;&nbsp;&nbsp;Series 2026-V20, Class A3 | &nbsp;&nbsp;&nbsp;Series 2026-V20, Class A3 | &nbsp;&nbsp;&nbsp;Series 2026-V20, Class A3 |
| &nbsp;&nbsp;&nbsp;5.184% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/59 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035691 |
| BFLD Trust, | BFLD Trust, | BFLD Trust, | BFLD Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2025-EWEST, Class A, 144A, 1 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) |
| &nbsp;&nbsp;&nbsp;5.223%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/42 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794258 |
| BMO Mortgage Trust, | BMO Mortgage Trust, | BMO Mortgage Trust, | BMO Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-05C3, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C3, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C3, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C3, Class A3 |
| &nbsp;&nbsp;&nbsp;5.739% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778472 |
| &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 |
| &nbsp;&nbsp;&nbsp;5.857% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/57 | &nbsp;&nbsp;6145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6344362 |
| &nbsp;&nbsp;&nbsp;Series 2024-05C6, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C6, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C6, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C6, Class A3 |
| &nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4157236 |
| &nbsp;&nbsp;&nbsp;Series 2025-5C11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C11, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C11, Class A3 |
| &nbsp;&nbsp;&nbsp;5.669% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/58 | &nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7026488 |
| BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), | BX Commercial Mortgage Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | &nbsp;&nbsp;&nbsp;Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) |
| &nbsp;&nbsp;&nbsp;4.178%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/41 CAD | &nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562307 |
| &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2026-VLT09, Class A, 144A, 1 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;5.373%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/45 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890803 |
| BX Trust, | BX Trust, | BX Trust, | BX Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A, 144A |
| &nbsp;&nbsp;&nbsp;3.202% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/09/41 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888265 |
| BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), | BXMT Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | &nbsp;&nbsp;&nbsp;Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) |
| &nbsp;&nbsp;&nbsp;5.318%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799306 |
| Cantor Commercial Real Estate Lending, | Cantor Commercial Real Estate Lending, | Cantor Commercial Real Estate Lending, | Cantor Commercial Real Estate Lending, |
| &nbsp;&nbsp;&nbsp;Series 2019-CF02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-CF02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-CF02, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-CF02, Class A4 |
| &nbsp;&nbsp;&nbsp;2.624% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837092 |
| CD Mortgage Trust, | CD Mortgage Trust, | CD Mortgage Trust, | CD Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-CD05, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-CD05, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-CD05, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-CD05, Class A3 |
| &nbsp;&nbsp;&nbsp;3.171% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332950 |
| &nbsp;&nbsp;&nbsp;Series 2019-CD08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-CD08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-CD08, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-CD08, Class A3 |
| &nbsp;&nbsp;&nbsp;2.657% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863574 |
| CENT, | CENT, | CENT, | CENT, |
| &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.920%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/10/40 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215777 |
| CFCRE Commercial Mortgage Trust, | CFCRE Commercial Mortgage Trust, | CFCRE Commercial Mortgage Trust, | CFCRE Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-C06, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C06, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C06, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C06, Class A2 |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211451 |
| &nbsp;&nbsp;&nbsp;Series 2016-C07, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C07, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C07, Class A2 | &nbsp;&nbsp;&nbsp;Series 2016-C07, Class A2 |
| &nbsp;&nbsp;&nbsp;3.585% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331947 |
| Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, | Citigroup Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C04, Class A3 |
| &nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307626 |
| &nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-GC41, Class A4 |
| &nbsp;&nbsp;&nbsp;2.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/56 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360872 |
| Commercial Mortgage Trust, | Commercial Mortgage Trust, | Commercial Mortgage Trust, | Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A3 | &nbsp;&nbsp;&nbsp;Series 2016-COR01, Class A3 |
| &nbsp;&nbsp;&nbsp;2.826% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396540 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** |
| Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2014-USA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2014-USA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2014-USA, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2014-USA, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;3.953% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$119033 |
| CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-CX10, Class A4 |
| &nbsp;&nbsp;&nbsp;3.191% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291782 |
| &nbsp;&nbsp;&nbsp;Series 2018-CX12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-CX12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-CX12, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-CX12, Class A3 |
| &nbsp;&nbsp;&nbsp;3.959% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267354 |
| &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C17, Class A4 |
| &nbsp;&nbsp;&nbsp;2.763% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137341 |
| CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, | CSTL Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-GATE, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.764%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/41 | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792571 |
| &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.560%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;&nbsp;1244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222907 |
| &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-GATE02, Class C, 144A |
| &nbsp;&nbsp;&nbsp;5.144%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206014 |
| Deutsche Bank Commercial Mortgage Trust, | Deutsche Bank Commercial Mortgage Trust, | Deutsche Bank Commercial Mortgage Trust, | Deutsche Bank Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2016-C03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2016-C03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2016-C03, Class A4 | &nbsp;&nbsp;&nbsp;Series 2016-C03, Class A4 |
| &nbsp;&nbsp;&nbsp;2.632% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238397 |
| FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, | FHLMC Multifamily Structured Pass-Through Certificates, |
| &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K131, Class X1, IO |
| &nbsp;&nbsp;&nbsp;0.725%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/31 | &nbsp;&nbsp;22615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745883 |
| &nbsp;&nbsp;&nbsp;Series K736, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K736, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K736, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K736, Class X1, IO |
| &nbsp;&nbsp;&nbsp;1.257%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K741, Class X1, IO |
| &nbsp;&nbsp;&nbsp;0.538%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 |
| FREMF Mortgage Trust, | FREMF Mortgage Trust, | FREMF Mortgage Trust, | FREMF Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-K92, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2019-K92, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2019-K92, Class B, 144A | &nbsp;&nbsp;&nbsp;Series 2019-K92, Class B, 144A |
| &nbsp;&nbsp;&nbsp;4.197%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689401 |
| GS Mortgage Securities Trust, | GS Mortgage Securities Trust, | GS Mortgage Securities Trust, | GS Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-GC42, Class A3 |
| &nbsp;&nbsp;&nbsp;2.749% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;803399 |
| JPMorgan Chase Commercial Mortgage Securities Trust, | JPMorgan Chase Commercial Mortgage Securities Trust, | JPMorgan Chase Commercial Mortgage Securities Trust, | JPMorgan Chase Commercial Mortgage Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-WPT, Class AFX, 144A | &nbsp;&nbsp;&nbsp;Series 2018-WPT, Class AFX, 144A | &nbsp;&nbsp;&nbsp;Series 2018-WPT, Class AFX, 144A | &nbsp;&nbsp;&nbsp;Series 2018-WPT, Class AFX, 144A |
| &nbsp;&nbsp;&nbsp;4.248% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/05/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617063 |
| &nbsp;&nbsp;&nbsp;Series 2018-WPT, Class XAFX, IO, 144A | &nbsp;&nbsp;&nbsp;Series 2018-WPT, Class XAFX, IO, 144A | &nbsp;&nbsp;&nbsp;Series 2018-WPT, Class XAFX, IO, 144A | &nbsp;&nbsp;&nbsp;Series 2018-WPT, Class XAFX, IO, 144A |
| &nbsp;&nbsp;&nbsp;1.116%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/05/33 | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21913 |
| Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, | Morgan Stanley Capital I Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-H07, Class A3 |
| &nbsp;&nbsp;&nbsp;3.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56682 |
| One Bryant Park Trust, | One Bryant Park Trust, | One Bryant Park Trust, | One Bryant Park Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-OBP, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OBP, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OBP, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-OBP, Class A, 144A |
| &nbsp;&nbsp;&nbsp;2.516% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180168 |
| PRM7 Trust, | PRM7 Trust, | PRM7 Trust, | PRM7 Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.363%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074200 |
| &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2025-PRM07, Class C, 144A |
| &nbsp;&nbsp;&nbsp;4.941%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257776 |
| SLG Office Trust, | SLG Office Trust, | SLG Office Trust, | SLG Office Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-OMA, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.965%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/41 | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600516 |
| UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, | UBS Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C12, Class A4 | &nbsp;&nbsp;&nbsp;Series 2018-C12, Class A4 |
| &nbsp;&nbsp;&nbsp;4.030% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434811 |

---

A16

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** | **Commercial Mortgage-Backed Securities<br> (continued)** |
| &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C16, Class A3 |
| &nbsp;&nbsp;&nbsp;3.344% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$376739 |
| Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 | &nbsp;&nbsp;&nbsp;Series 2017-C38, Class A4 |
| &nbsp;&nbsp;&nbsp;3.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299243 |
| &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A3 | &nbsp;&nbsp;&nbsp;Series 2017-C41, Class A3 |
| &nbsp;&nbsp;&nbsp;3.210% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565725 |
| &nbsp;&nbsp;&nbsp;Series 2018-C45, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C45, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C45, Class A3 | &nbsp;&nbsp;&nbsp;Series 2018-C45, Class A3 |
| &nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/51 | &nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451956 |
| &nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 | &nbsp;&nbsp;&nbsp;Series 2019-C52, Class A4 |
| &nbsp;&nbsp;&nbsp;2.643% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223326 |
| &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5 | &nbsp;&nbsp;&nbsp;Series 2021-C59, Class A5 |
| &nbsp;&nbsp;&nbsp;2.626% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126044 |
| &nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class A, 144A, 1 Month SOFR + 1.314% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class A, 144A, 1 Month SOFR + 1.314% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class A, 144A, 1 Month SOFR + 1.314% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2021-FCMT, Class A, 144A, 1 Month SOFR + 1.314% (Cap N/A, Floor 1.200%) |
| &nbsp;&nbsp;&nbsp;4.987%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387831 |
| &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 |
| &nbsp;&nbsp;&nbsp;5.928% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/57 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1861441 |
| &nbsp;&nbsp;&nbsp;Series 2024-5C2, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C2, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C2, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C2, Class A3 |
| &nbsp;&nbsp;&nbsp;5.920%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/57 | &nbsp;&nbsp;3715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3858205 |
| &nbsp;&nbsp;&nbsp;Series 2025-5C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5C5, Class A3 |
| &nbsp;&nbsp;&nbsp;5.590% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/58 | &nbsp;&nbsp;7710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7952042 |
| WHARF Commercial Mortgage Trust, | WHARF Commercial Mortgage Trust, | WHARF Commercial Mortgage Trust, | WHARF Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-DC, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-DC, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-DC, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-DC, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.993%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169699 |
| **Total Commercial Mortgage-Backed Securities<br>(cost $108,004,328)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $108,004,328)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $108,004,328)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107454506 |
| **Corporate Bonds — 4.7%** | **Corporate Bonds — 4.7%** | **Corporate Bonds — 4.7%** | **Corporate Bonds — 4.7%** |
| **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| ATI, Inc., | ATI, Inc., | ATI, Inc., | ATI, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649099 |
| Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254797 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449566 |
| &nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/27 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196292 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.388% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677593 |
| &nbsp;&nbsp;&nbsp;6.528% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533756 |
| Bombardier, Inc. (Canada), | Bombardier, Inc. (Canada), | Bombardier, Inc. (Canada), | Bombardier, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345854 |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129637 |
| TransDigm, Inc., | TransDigm, Inc., | TransDigm, Inc., | TransDigm, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358862 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6595456 |
| **Agriculture — 0.0%** | **Agriculture — 0.0%** | **Agriculture — 0.0%** | **Agriculture — 0.0%** |
| Altria Group, Inc., | Altria Group, Inc., | Altria Group, Inc., | Altria Group, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;1062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185581 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Agriculture (cont'd.)** | **Agriculture (cont'd.)** | **Agriculture (cont'd.)** | **Agriculture (cont'd.)** |
| BAT Capital Corp. (United Kingdom), | BAT Capital Corp. (United Kingdom), | BAT Capital Corp. (United Kingdom), | BAT Capital Corp. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.259% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$183248 |
| &nbsp;&nbsp;&nbsp;6.343% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/02/30 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120463 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489292 |
| **Airlines — 0.0%** | **Airlines — 0.0%** | **Airlines — 0.0%** | **Airlines — 0.0%** |
| American Airlines 2016-3 Class A Pass Through Trust, | American Airlines 2016-3 Class A Pass Through Trust, | American Airlines 2016-3 Class A Pass Through Trust, | American Airlines 2016-3 Class A Pass Through Trust, |
| &nbsp;&nbsp;&nbsp;Pass-Through Certificates | &nbsp;&nbsp;&nbsp;Pass-Through Certificates | &nbsp;&nbsp;&nbsp;Pass-Through Certificates | &nbsp;&nbsp;&nbsp;Pass-Through Certificates |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81836 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., | American Airlines, Inc./AAdvantage Loyalty IP Ltd., | American Airlines, Inc./AAdvantage Loyalty IP Ltd., | American Airlines, Inc./AAdvantage Loyalty IP Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6674 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/29 | &nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819880 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., | Delta Air Lines, Inc./SkyMiles IP Ltd., | Delta Air Lines, Inc./SkyMiles IP Ltd., | Delta Air Lines, Inc./SkyMiles IP Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448325 |
| United Airlines Holdings, Inc., | United Airlines Holdings, Inc., | United Airlines Holdings, Inc., | United Airlines Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;2380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330918 |
| United Airlines, Inc., | United Airlines, Inc., | United Airlines, Inc., | United Airlines, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497013 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184646 |
| **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** |
| Kontoor Brands, Inc., | Kontoor Brands, Inc., | Kontoor Brands, Inc., | Kontoor Brands, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927186 |
| Wolverine World Wide, Inc., | Wolverine World Wide, Inc., | Wolverine World Wide, Inc., | Wolverine World Wide, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148123 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075309 |
| **Auto Manufacturers — 0.1%** | **Auto Manufacturers — 0.1%** | **Auto Manufacturers — 0.1%** | **Auto Manufacturers — 0.1%** |
| American Honda Finance Corp., | American Honda Finance Corp., | American Honda Finance Corp., | American Honda Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910754 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/27/31 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2812270 |
| Ford Motor Co., | Ford Motor Co., | Ford Motor Co., | Ford Motor Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/32 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608096 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11321 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434308 |
| &nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841710 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192017 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271730 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629772 |
| &nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/06/29 | &nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827068 |
| &nbsp;&nbsp;&nbsp;5.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/05/30 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819378 |
| &nbsp;&nbsp;&nbsp;5.753% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/06/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196047 |
| &nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604406 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/07/29 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618976 |
| &nbsp;&nbsp;&nbsp;6.798% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/07/28 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398887 |

---

A17

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** | **Auto Manufacturers (cont'd.)** |
| &nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$365715 |
| &nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327301 |
| General Motors Financial Co., Inc., | General Motors Financial Co., Inc., | General Motors Financial Co., Inc., | General Motors Financial Co., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/29(a) | &nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964377 |
| &nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/07/30 | &nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901721 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951937 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/32 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603523 |
| &nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/06/30 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641974 |
| Hyundai Capital America, | Hyundai Capital America, | Hyundai Capital America, | Hyundai Capital America, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/29 | &nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139451 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044463 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788828 |
| Volkswagen Financial Services NV (Germany), | Volkswagen Financial Services NV (Germany), | Volkswagen Financial Services NV (Germany), | Volkswagen Financial Services NV (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389099 |
| Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/29(oo) | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998328 |
| &nbsp;&nbsp;&nbsp;5.493%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575035 |
| Volkswagen Leasing GmbH (Germany), | Volkswagen Leasing GmbH (Germany), | Volkswagen Leasing GmbH (Germany), | Volkswagen Leasing GmbH (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407141 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27275633 |
| **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** |
| Clarios Global LP/Clarios US Finance Co., | Clarios Global LP/Clarios US Finance Co., | Clarios Global LP/Clarios US Finance Co., | Clarios Global LP/Clarios US Finance Co., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281187 |
| Forvia SE (France), | Forvia SE (France), | Forvia SE (France), | Forvia SE (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313250 |
| IHO Verwaltungs GmbH (Germany), | IHO Verwaltungs GmbH (Germany), | IHO Verwaltungs GmbH (Germany), | IHO Verwaltungs GmbH (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 6.750% or PIK 7.500% | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 6.750% or PIK 7.500% | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 6.750% or PIK 7.500% | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Cash coupon 6.750% or PIK 7.500% |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311223 |
| Phinia, Inc., | Phinia, Inc., | Phinia, Inc., | Phinia, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612449 |
| Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400746 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665829 |
| Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;9590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575488 |
| ZF Europe Finance BV (Germany), | ZF Europe Finance BV (Germany), | ZF Europe Finance BV (Germany), | ZF Europe Finance BV (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353087 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12513259 |
| **Banks — 1.1%** | **Banks — 1.1%** | **Banks — 1.1%** | **Banks — 1.1%** |
| Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), | Agence Francaise de Developpement EPIC (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/34 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317059 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$841263 |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/05/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202755 |
| Agricultural Development Bank of China (China), | Agricultural Development Bank of China (China), | Agricultural Development Bank of China (China), | Agricultural Development Bank of China (China), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/02/31 | &nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547134 |
| &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/27/30 | &nbsp;&nbsp;25720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4068190 |
| AIB Group PLC (Ireland), | AIB Group PLC (Ireland), | AIB Group PLC (Ireland), | AIB Group PLC (Ireland), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;7.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/30/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828720 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/02/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223005 |
| Australia & New Zealand Banking Group Ltd. (Australia), | Australia & New Zealand Banking Group Ltd. (Australia), | Australia & New Zealand Banking Group Ltd. (Australia), | Australia & New Zealand Banking Group Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.101%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/33 | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3309910 |
| Banca Monte dei Paschi di Siena SpA (Italy), | Banca Monte dei Paschi di Siena SpA (Italy), | Banca Monte dei Paschi di Siena SpA (Italy), | Banca Monte dei Paschi di Siena SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/29 | &nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725220 |
| Banco Bilbao Vizcaya Argentaria SA (Spain), | Banco Bilbao Vizcaya Argentaria SA (Spain), | Banco Bilbao Vizcaya Argentaria SA (Spain), | Banco Bilbao Vizcaya Argentaria SA (Spain), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;9.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322020 |
| Banco de Sabadell SA (Spain), | Banco de Sabadell SA (Spain), | Banco de Sabadell SA (Spain), | Banco de Sabadell SA (Spain), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/31(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699842 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351783 |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966272 |
| Banco Santander SA (Spain), | Banco Santander SA (Spain), | Banco Santander SA (Spain), | Banco Santander SA (Spain), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;9.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/21/28(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958744 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes |
| &nbsp;&nbsp;&nbsp;5.565% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/30 | &nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4903501 |
| Banco Santander Totta SA (Portugal), | Banco Santander Totta SA (Portugal), | Banco Santander Totta SA (Portugal), | Banco Santander Totta SA (Portugal), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1621681 |
| Bank Gospodarstwa Krajowego (Poland), | Bank Gospodarstwa Krajowego (Poland), | Bank Gospodarstwa Krajowego (Poland), | Bank Gospodarstwa Krajowego (Poland), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219676 |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216109 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805341 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943858 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583722 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/22/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262600 |
| Bank of America Corp., | Bank of America Corp., | Bank of America Corp., | Bank of America Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/26/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382786 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.572%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;&nbsp;1759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565888 |
| &nbsp;&nbsp;&nbsp;5.045%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/06/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118392 |
| &nbsp;&nbsp;&nbsp;5.468%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/35 | &nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183221 |
| &nbsp;&nbsp;&nbsp;5.819%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/29 | &nbsp;&nbsp;&nbsp;1822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879452 |
| &nbsp;&nbsp;&nbsp;5.933%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307103 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;1.898%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/31 | &nbsp;&nbsp;&nbsp;7085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6313916 |
| &nbsp;&nbsp;&nbsp;2.087%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/29 | &nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998588 |

---

A18

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;2.496%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/31 | &nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1543636 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;3.846%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/37 | &nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239741 |
| &nbsp;&nbsp;&nbsp;5.518%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;1660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660642 |
| &nbsp;&nbsp;&nbsp;5.744%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/36 | &nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978771 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, MTN | &nbsp;&nbsp;&nbsp;Sub. Notes, MTN |
| &nbsp;&nbsp;&nbsp;5.425%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569084 |
| Bank of Queensland Ltd. (Australia), | Bank of Queensland Ltd. (Australia), | Bank of Queensland Ltd. (Australia), | Bank of Queensland Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/30/29 | &nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888867 |
| Bankinter SA (Spain), | Bankinter SA (Spain), | Bankinter SA (Spain), | Bankinter SA (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/33 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020958 |
| Banque Federative du Credit Mutuel SA (France), | Banque Federative du Credit Mutuel SA (France), | Banque Federative du Credit Mutuel SA (France), | Banque Federative du Credit Mutuel SA (France), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;3.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693982 |
| Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), | Barclays PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.521%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/24/32 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420984 |
| &nbsp;&nbsp;&nbsp;7.090%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825529 |
| &nbsp;&nbsp;&nbsp;7.437%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/02/33 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418291 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181026 |
| BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), | BNP Paribas SA (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/16/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572207 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.283%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/30 | &nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197822 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;3.052%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562025 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.176%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/30 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628216 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911092 |
| BPCE SA (France), | BPCE SA (France), | BPCE SA (France), | BPCE SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.716%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/30 | &nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988386 |
| &nbsp;&nbsp;&nbsp;5.876%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/14/31 | &nbsp;&nbsp;4570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700761 |
| &nbsp;&nbsp;&nbsp;6.612%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510570 |
| &nbsp;&nbsp;&nbsp;6.714%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774505 |
| &nbsp;&nbsp;&nbsp;7.003%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/34 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447937 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.417%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/13/37 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826294 |
| CaixaBank SA (Spain), | CaixaBank SA (Spain), | CaixaBank SA (Spain), | CaixaBank SA (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.684%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/27 | &nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2174791 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.673%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718047 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367564 |
| Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2779812 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/05/26 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502269 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/29 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2087377 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$937254 |
| Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series GG | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series GG | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series GG | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series GG |
| &nbsp;&nbsp;&nbsp;6.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557934 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.572%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/03/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82534 |
| &nbsp;&nbsp;&nbsp;2.976%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/05/30 | &nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2048599 |
| &nbsp;&nbsp;&nbsp;3.493%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/34 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107344 |
| &nbsp;&nbsp;&nbsp;4.412%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;2619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586840 |
| &nbsp;&nbsp;&nbsp;4.503%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971249 |
| &nbsp;&nbsp;&nbsp;4.542%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/30 | &nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738542 |
| &nbsp;&nbsp;&nbsp;5.174%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/30 | &nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370736 |
| &nbsp;&nbsp;&nbsp;5.449%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212889 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369931 |
| &nbsp;&nbsp;&nbsp;5.827%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156964 |
| Commerzbank AG (Germany), | Commerzbank AG (Germany), | Commerzbank AG (Germany), | Commerzbank AG (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/16/32 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2199629 |
| Cooperatieve Rabobank UA (Netherlands), | Cooperatieve Rabobank UA (Netherlands), | Cooperatieve Rabobank UA (Netherlands), | Cooperatieve Rabobank UA (Netherlands), |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, GMTN |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271146 |
| Credit Agricole SA (France), | Credit Agricole SA (France), | Credit Agricole SA (France), | Credit Agricole SA (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833627 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.230%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/29 | &nbsp;&nbsp;5030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5086022 |
| &nbsp;&nbsp;&nbsp;6.316%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/03/29 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769467 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;4.631%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739158 |
| &nbsp;&nbsp;&nbsp;4.818%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244220 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217577 |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659743 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230495 |
| Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), | Danske Bank A/S (Denmark), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.613%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/02/30 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387884 |
| &nbsp;&nbsp;&nbsp;5.705%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3016626 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/09/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353267 |
| &nbsp;&nbsp;&nbsp;4.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299394 |
| Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), | Deutsche Bank AG (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes |
| &nbsp;&nbsp;&nbsp;2.552%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/07/28 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575432 |
| &nbsp;&nbsp;&nbsp;4.725%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/06/32 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418928 |
| &nbsp;&nbsp;&nbsp;4.950%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/04/31 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577982 |
| &nbsp;&nbsp;&nbsp;4.999%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521518 |
| &nbsp;&nbsp;&nbsp;6.819%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713468 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/31 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698978 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;7.079%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/10/34 | &nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220218 |

---

A19

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/24/32 | EUR | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1726146 |
| Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), | Emirates NBD Bank PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/26/30 | AUD | &nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281921 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/09/28 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168619 |
| Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, | Fifth Third Bancorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.566%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/29/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613344 |
| &nbsp;&nbsp;&nbsp;6.339%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/27/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933213 |
| Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., | Fifth Third Financial Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.982%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354236 |
| First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), | First Abu Dhabi Bank PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.120% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888849 |
| Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, | Goldman Sachs Bank USA, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.414%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/21/27 |  | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301528 |
| Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), | Goldman Sachs Group, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series V |
| &nbsp;&nbsp;&nbsp;4.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/26(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812064 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.948%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/27 |  | &nbsp;&nbsp;2586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2550532 |
| &nbsp;&nbsp;&nbsp;1.992%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/32 |  | &nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892500 |
| &nbsp;&nbsp;&nbsp;3.615%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28 |  | &nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1601672 |
| &nbsp;&nbsp;&nbsp;3.691%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/05/28 |  | &nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991609 |
| &nbsp;&nbsp;&nbsp;3.814%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118346 |
| &nbsp;&nbsp;&nbsp;4.223%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208768 |
| &nbsp;&nbsp;&nbsp;4.369%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/31 |  | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397083 |
| &nbsp;&nbsp;&nbsp;4.482%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/23/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744677 |
| &nbsp;&nbsp;&nbsp;4.516%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/32(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571310 |
| &nbsp;&nbsp;&nbsp;4.692%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/30 |  | &nbsp;&nbsp;3990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3993073 |
| &nbsp;&nbsp;&nbsp;5.049%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252914 |
| &nbsp;&nbsp;&nbsp;5.065%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505232 |
| HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), | HSBC Holdings PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;4.600%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/17/30(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630537 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.206%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581637 |
| &nbsp;&nbsp;&nbsp;3.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/28 | GBP | &nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778924 |
| &nbsp;&nbsp;&nbsp;4.619%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/31 |  | &nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855789 |
| &nbsp;&nbsp;&nbsp;5.130%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603459 |
| &nbsp;&nbsp;&nbsp;5.546%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/04/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614621 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.191%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/19/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914176 |
| ING Groep NV (Netherlands), | ING Groep NV (Netherlands), | ING Groep NV (Netherlands), | ING Groep NV (Netherlands), | ING Groep NV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.858%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552781 |
| Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), | Intesa Sanpaolo SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/30/28(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380075 |
| &nbsp;&nbsp;&nbsp;7.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/32(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241781 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/28(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432317 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/16/32 | &nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2653068 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648646 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, Series XR, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, Series XR, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, Series XR, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, Series XR, 144A, MTN |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/29 | &nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573051 |
| JPMorgan Chase & Co., | JPMorgan Chase & Co., | JPMorgan Chase & Co., | JPMorgan Chase & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.953%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52871 |
| &nbsp;&nbsp;&nbsp;2.069%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170176 |
| &nbsp;&nbsp;&nbsp;2.522%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/22/31 | &nbsp;&nbsp;4112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3799172 |
| &nbsp;&nbsp;&nbsp;2.545%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/08/32 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369106 |
| &nbsp;&nbsp;&nbsp;2.580%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164580 |
| &nbsp;&nbsp;&nbsp;2.739%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;2519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372663 |
| &nbsp;&nbsp;&nbsp;3.109%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/22/41 | &nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1326757 |
| &nbsp;&nbsp;&nbsp;3.702%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/06/30 | &nbsp;&nbsp;&nbsp;&nbsp;311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303374 |
| &nbsp;&nbsp;&nbsp;4.603%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868622 |
| &nbsp;&nbsp;&nbsp;4.851%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427093 |
| &nbsp;&nbsp;&nbsp;5.040%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773733 |
| &nbsp;&nbsp;&nbsp;5.294%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379076 |
| KBC Group NV (Belgium), | KBC Group NV (Belgium), | KBC Group NV (Belgium), | KBC Group NV (Belgium), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.454%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723512 |
| &nbsp;&nbsp;&nbsp;4.932%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602777 |
| KeyCorp, | KeyCorp, | KeyCorp, | KeyCorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448501 |
| &nbsp;&nbsp;&nbsp;4.789%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205363 |
| Lloyds Banking Group PLC (United Kingdom), | Lloyds Banking Group PLC (United Kingdom), | Lloyds Banking Group PLC (United Kingdom), | Lloyds Banking Group PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/31(oo) | &nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621305 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.087%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378139 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214372 |
| M&T Bank Corp., | M&T Bank Corp., | M&T Bank Corp., | M&T Bank Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.082%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/32 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179168 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;5.385%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/36 | &nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209217 |
| MFB Magyar Fejlesztesi Bank Zrt (Hungary), | MFB Magyar Fejlesztesi Bank Zrt (Hungary), | MFB Magyar Fejlesztesi Bank Zrt (Hungary), | MFB Magyar Fejlesztesi Bank Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/28 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018968 |
| Mitsubishi UFJ Financial Group, Inc. (Japan), | Mitsubishi UFJ Financial Group, Inc. (Japan), | Mitsubishi UFJ Financial Group, Inc. (Japan), | Mitsubishi UFJ Financial Group, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.197%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/31 | &nbsp;&nbsp;2550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2587754 |
| Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.422%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/13/36(a) | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014601 |
| Morgan Stanley, | Morgan Stanley, | Morgan Stanley, | Morgan Stanley, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.406%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054192 |
| &nbsp;&nbsp;&nbsp;0.495%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631903 |
| &nbsp;&nbsp;&nbsp;4.493%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752428 |
| &nbsp;&nbsp;&nbsp;4.654%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;2405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2403231 |
| &nbsp;&nbsp;&nbsp;5.073%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655240 |

---

A20

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.123%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1936447 |
| &nbsp;&nbsp;&nbsp;5.173%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152124 |
| &nbsp;&nbsp;&nbsp;5.230%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558583 |
| &nbsp;&nbsp;&nbsp;5.449%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590640 |
| &nbsp;&nbsp;&nbsp;5.587%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/36 | &nbsp;&nbsp;2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641812 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/02/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145500 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;2.699%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/31 | &nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244634 |
| &nbsp;&nbsp;&nbsp;3.749%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/07/36 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218825 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;2.511%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238442 |
| &nbsp;&nbsp;&nbsp;2.943%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386483 |
| &nbsp;&nbsp;&nbsp;5.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240790 |
| &nbsp;&nbsp;&nbsp;5.424%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201763 |
| &nbsp;&nbsp;&nbsp;5.831%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67468 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN, Series I |
| &nbsp;&nbsp;&nbsp;4.356%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969492 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.314%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284627 |
| &nbsp;&nbsp;&nbsp;5.948%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/38 | &nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710282 |
| Morgan Stanley Bank NA, | Morgan Stanley Bank NA, | Morgan Stanley Bank NA, | Morgan Stanley Bank NA, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.504%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011431 |
| Morgan Stanley Private Bank NA, | Morgan Stanley Private Bank NA, | Morgan Stanley Private Bank NA, | Morgan Stanley Private Bank NA, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.213%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/08/30 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533886 |
| &nbsp;&nbsp;&nbsp;4.465%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354491 |
| &nbsp;&nbsp;&nbsp;4.734%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692620 |
| National Australia Bank Ltd. (Australia), | National Australia Bank Ltd. (Australia), | National Australia Bank Ltd. (Australia), | National Australia Bank Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.146% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/05/31 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4038721 |
| NatWest Group PLC (United Kingdom), | NatWest Group PLC (United Kingdom), | NatWest Group PLC (United Kingdom), | NatWest Group PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.892%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/18/29 | &nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438661 |
| PNC Financial Services Group, Inc. (The), | PNC Financial Services Group, Inc. (The), | PNC Financial Services Group, Inc. (The), | PNC Financial Services Group, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.812%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458506 |
| &nbsp;&nbsp;&nbsp;5.373%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125979 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.423%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215897 |
| QNB Finance Ltd. (Qatar), | QNB Finance Ltd. (Qatar), | QNB Finance Ltd. (Qatar), | QNB Finance Ltd. (Qatar), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304862 |
| Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), | Royal Bank of Canada (Canada), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/24/86 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1167049 |
| Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), | Santander UK Group Holdings PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.320%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396923 |
| &nbsp;&nbsp;&nbsp;4.858%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/30 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125757 |
| &nbsp;&nbsp;&nbsp;5.136%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192857 |
| Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/12/31 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026412 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| Societe Generale SA (France), | Societe Generale SA (France), | Societe Generale SA (France), | Societe Generale SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.889%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/09/32 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$895860 |
| &nbsp;&nbsp;&nbsp;5.400%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/10/37 | &nbsp;&nbsp;2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092485 |
| &nbsp;&nbsp;&nbsp;5.519%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/28 | &nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038715 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/13/29(a) | &nbsp;&nbsp;2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843056 |
| Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.608%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/12/28 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083269 |
| &nbsp;&nbsp;&nbsp;5.005%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108140 |
| &nbsp;&nbsp;&nbsp;5.545%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405440 |
| Sumitomo Mitsui Financial Group, Inc. (Japan), | Sumitomo Mitsui Financial Group, Inc. (Japan), | Sumitomo Mitsui Financial Group, Inc. (Japan), | Sumitomo Mitsui Financial Group, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037502 |
| Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.666% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/31 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182004 |
| Truist Financial Corp., | Truist Financial Corp., | Truist Financial Corp., | Truist Financial Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;4.964%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697419 |
| &nbsp;&nbsp;&nbsp;5.122%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/26/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89679 |
| &nbsp;&nbsp;&nbsp;5.711%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61848 |
| &nbsp;&nbsp;&nbsp;5.867%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/08/34 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104082 |
| &nbsp;&nbsp;&nbsp;6.123%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/28/33 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126978 |
| TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;2.704% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/18/30 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1820238 |
| U.S. Bancorp, | U.S. Bancorp, | U.S. Bancorp, | U.S. Bancorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.009%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/21/32 | &nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3888360 |
| &nbsp;&nbsp;&nbsp;5.384%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368340 |
| &nbsp;&nbsp;&nbsp;5.678%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41303 |
| &nbsp;&nbsp;&nbsp;5.836%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297505 |
| UBS Group AG (Switzerland), | UBS Group AG (Switzerland), | UBS Group AG (Switzerland), | UBS Group AG (Switzerland), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/28(oo) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742140 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.091%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/32 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916475 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;4.398%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372910 |
| &nbsp;&nbsp;&nbsp;5.010%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396630 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329045 |
| &nbsp;&nbsp;&nbsp;0.650%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/14/28 | &nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383937 |
| UBS Switzerland AG (Switzerland), | UBS Switzerland AG (Switzerland), | UBS Switzerland AG (Switzerland), | UBS Switzerland AG (Switzerland), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.146% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/21/31 | &nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794282 |
| UniCredit SpA (Italy), | UniCredit SpA (Italy), | UniCredit SpA (Italy), | UniCredit SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.127%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/03/32 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567795 |
| Wells Fargo & Co., | Wells Fargo & Co., | Wells Fargo & Co., | Wells Fargo & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.960%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/37 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375071 |
| &nbsp;&nbsp;&nbsp;5.150%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/31 | &nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883442 |
| &nbsp;&nbsp;&nbsp;5.211%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83618 |

---

A21

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** | **Banks (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.244%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/31 | &nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2104527 |
| &nbsp;&nbsp;&nbsp;5.499%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/35 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162804 |
| &nbsp;&nbsp;&nbsp;6.303%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380263 |
| &nbsp;&nbsp;&nbsp;6.491%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167616 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;3.350%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/02/33 | &nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931222 |
| &nbsp;&nbsp;&nbsp;5.557%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254985 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239811873 |
| **Beverages — 0.0%** | **Beverages — 0.0%** | **Beverages — 0.0%** | **Beverages — 0.0%** |
| Maple Parent Holdings Corp., | Maple Parent Holdings Corp., | Maple Parent Holdings Corp., | Maple Parent Holdings Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.881% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/30 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722130 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/36 | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164740 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/56 | &nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176260 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063130 |
| **Biotechnology — 0.0%** | **Biotechnology — 0.0%** | **Biotechnology — 0.0%** | **Biotechnology — 0.0%** |
| Amgen, Inc., | Amgen, Inc., | Amgen, Inc., | Amgen, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/36 | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155166 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/02/43 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251647 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/02/63 | &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402701 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809514 |
| **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| Carrier Global Corp., | Carrier Global Corp., | Carrier Global Corp., | Carrier Global Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620564 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478522 |
| CRH SMW Finance DAC, | CRH SMW Finance DAC, | CRH SMW Finance DAC, | CRH SMW Finance DAC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/09/30 | &nbsp;&nbsp;1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917325 |
| Griffon Corp., | Griffon Corp., | Griffon Corp., | Griffon Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703278 |
| Holcim Finance Luxembourg SA (Switzerland), | Holcim Finance Luxembourg SA (Switzerland), | Holcim Finance Luxembourg SA (Switzerland), | Holcim Finance Luxembourg SA (Switzerland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393932 |
| JELD-WEN, Inc., | JELD-WEN, Inc., | JELD-WEN, Inc., | JELD-WEN, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814527 |
| Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431285 |
| Quikrete Holdings, Inc., | Quikrete Holdings, Inc., | Quikrete Holdings, Inc., | Quikrete Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;2575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2617281 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335199 |
| Smyrna Ready Mix Concrete LLC, | Smyrna Ready Mix Concrete LLC, | Smyrna Ready Mix Concrete LLC, | Smyrna Ready Mix Concrete LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/28 | &nbsp;&nbsp;1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856626 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Building Materials (cont'd.)** | **Building Materials (cont'd.)** | **Building Materials (cont'd.)** | **Building Materials (cont'd.)** |
| Standard Industries, Inc., | Standard Industries, Inc., | Standard Industries, Inc., | Standard Industries, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;2164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2043137 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13211676 |
| **Chemicals — 0.0%** | **Chemicals — 0.0%** | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| Advancion Sciences, Inc., | Advancion Sciences, Inc., | Advancion Sciences, Inc., | Advancion Sciences, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, Cash coupon 9.250% or PIK 10.000% | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, Cash coupon 9.250% or PIK 10.000% | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, Cash coupon 9.250% or PIK 10.000% | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, Cash coupon 9.250% or PIK 10.000% |
| &nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26767 |
| Alpek SAB de CV (Mexico), | Alpek SAB de CV (Mexico), | Alpek SAB de CV (Mexico), | Alpek SAB de CV (Mexico), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229364 |
| Celanese US Holdings LLC, | Celanese US Holdings LLC, | Celanese US Holdings LLC, | Celanese US Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/28(a) | &nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328622 |
| CF Industries, Inc., | CF Industries, Inc., | CF Industries, Inc., | CF Industries, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481914 |
| INEOS Quattro Finance 2 PLC (United Kingdom), | INEOS Quattro Finance 2 PLC (United Kingdom), | INEOS Quattro Finance 2 PLC (United Kingdom), | INEOS Quattro Finance 2 PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257344 |
| OCP SA (Morocco), | OCP SA (Morocco), | OCP SA (Morocco), | OCP SA (Morocco), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/02/54 | &nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184596 |
| Synthomer PLC (United Kingdom), | Synthomer PLC (United Kingdom), | Synthomer PLC (United Kingdom), | Synthomer PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/02/29 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197159 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705766 |
| **Coal — 0.0%** | **Coal — 0.0%** | **Coal — 0.0%** | **Coal — 0.0%** |
| Coronado Finance Pty Ltd. (Australia), | Coronado Finance Pty Ltd. (Australia), | Coronado Finance Pty Ltd. (Australia), | Coronado Finance Pty Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424033 |
| **Commercial Services — 0.2%** | **Commercial Services — 0.2%** | **Commercial Services — 0.2%** | **Commercial Services — 0.2%** |
| Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99278 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811890 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043950 |
| Allied Universal Holdco LLC, | Allied Universal Holdco LLC, | Allied Universal Holdco LLC, | Allied Universal Holdco LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;2438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514553 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., | Allied Universal Holdco LLC/Allied Universal Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580244 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404000 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338490 |
| Alta Equipment Group, Inc., | Alta Equipment Group, Inc., | Alta Equipment Group, Inc., | Alta Equipment Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700184 |
| Autostrade per l'Italia SpA (Italy), | Autostrade per l'Italia SpA (Italy), | Autostrade per l'Italia SpA (Italy), | Autostrade per l'Italia SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105599 |

---

A22

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** | **Commercial Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/33 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$593651 |
| DCLI Bidco LLC, | DCLI Bidco LLC, | DCLI Bidco LLC, | DCLI Bidco LLC, |
| &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420193 |
| DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;1698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947933 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/30 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258394 |
| Fiserv Funding ULC, | Fiserv Funding ULC, | Fiserv Funding ULC, | Fiserv Funding ULC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475303 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/32 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870136 |
| Freeport Terminal Malta PLC (Malta), | Freeport Terminal Malta PLC (Malta), | Freeport Terminal Malta PLC (Malta), | Freeport Terminal Malta PLC (Malta), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728033 |
| Global Payments, Inc., | Global Payments, Inc., | Global Payments, Inc., | Global Payments, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727491 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427897 |
| Herc Holdings, Inc., | Herc Holdings, Inc., | Herc Holdings, Inc., | Herc Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/30 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795860 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/33(a) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718706 |
| Mersin Uluslararasi Liman Isletmeciligi A/S (Turkey), | Mersin Uluslararasi Liman Isletmeciligi A/S (Turkey), | Mersin Uluslararasi Liman Isletmeciligi A/S (Turkey), | Mersin Uluslararasi Liman Isletmeciligi A/S (Turkey), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255234 |
| Quanta Services, Inc., | Quanta Services, Inc., | Quanta Services, Inc., | Quanta Services, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/09/35 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808834 |
| Service Corp. International, | Service Corp. International, | Service Corp. International, | Service Corp. International, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/32(a) | &nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589325 |
| United Rentals North America, Inc., | United Rentals North America, Inc., | United Rentals North America, Inc., | United Rentals North America, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3526735 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80881 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28(a) | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617456 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30(a) | &nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259421 |
| Valvoline, Inc., | Valvoline, Inc., | Valvoline, Inc., | Valvoline, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68744 |
| Williams Scotsman, Inc., | Williams Scotsman, Inc., | Williams Scotsman, Inc., | Williams Scotsman, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303209 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32071624 |
| **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** |
| Fortress Intermediate 3, Inc., | Fortress Intermediate 3, Inc., | Fortress Intermediate 3, Inc., | Fortress Intermediate 3, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891339 |
| Gartner, Inc., | Gartner, Inc., | Gartner, Inc., | Gartner, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455440 |
| International Business Machines Corp., | International Business Machines Corp., | International Business Machines Corp., | International Business Machines Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/31 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686894 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Computers (cont'd.)** | **Computers (cont'd.)** | **Computers (cont'd.)** | **Computers (cont'd.)** |
| McAfee Corp., | McAfee Corp., | McAfee Corp., | McAfee Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2099401 |
| NCR Atleos Corp., | NCR Atleos Corp., | NCR Atleos Corp., | NCR Atleos Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/29 | &nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884914 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7017988 |
| **Distribution/Wholesale — 0.0%** | **Distribution/Wholesale — 0.0%** | **Distribution/Wholesale — 0.0%** | **Distribution/Wholesale — 0.0%** |
| Velocity Vehicle Group LLC, | Velocity Vehicle Group LLC, | Velocity Vehicle Group LLC, | Velocity Vehicle Group LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526890 |
| Windsor Holdings III LLC, | Windsor Holdings III LLC, | Windsor Holdings III LLC, | Windsor Holdings III LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/30 | &nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1734879 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261769 |
| **Diversified Financial Services — 0.1%** | **Diversified Financial Services — 0.1%** | **Diversified Financial Services — 0.1%** | **Diversified Financial Services — 0.1%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/32 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176096 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212894 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/06/28 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461024 |
| American Express Co., | American Express Co., | American Express Co., | American Express Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.918%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255629 |
| &nbsp;&nbsp;&nbsp;5.667%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237840 |
| Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/30/30 | &nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152848 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;2710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772357 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/04/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308520 |
| Capital One Financial Corp., | Capital One Financial Corp., | Capital One Financial Corp., | Capital One Financial Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.624%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242988 |
| Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, | Freedom Mortgage Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/31 | &nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299460 |
| LPL Holdings, Inc., | LPL Holdings, Inc., | LPL Holdings, Inc., | LPL Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166579 |
| OneMain Finance Corp., | OneMain Finance Corp., | OneMain Finance Corp., | OneMain Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013426 |
| PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., | PennyMac Financial Services, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630684 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882417 |
| &nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686983 |
| Power Finance Corp. Ltd. (India), | Power Finance Corp. Ltd. (India), | Power Finance Corp. Ltd. (India), | Power Finance Corp. Ltd. (India), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;1.841% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/21/28 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431862 |
| Power Sector Assets & Liabilities Management Corp. (Philippines), | Power Sector Assets & Liabilities Management Corp. (Philippines), | Power Sector Assets & Liabilities Management Corp. (Philippines), | Power Sector Assets & Liabilities Management Corp. (Philippines), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;9.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2198540 |

---

A23

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** | **Diversified Financial Services (cont'd.)** |
| Stellantis Financial Services US Corp., | Stellantis Financial Services US Corp., | Stellantis Financial Services US Corp., | Stellantis Financial Services US Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/30 | &nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1414049 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18544196 |
| **Electric — 0.4%** | **Electric — 0.4%** | **Electric — 0.4%** | **Electric — 0.4%** |
| Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), | Acquirente Unico SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/11/33 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132451 |
| AES Corp. (The), | AES Corp. (The), | AES Corp. (The), | AES Corp. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478280 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114755 |
| Brazos Securitization LLC, | Brazos Securitization LLC, | Brazos Securitization LLC, | Brazos Securitization LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.014% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199325 |
| Bulgarian Energy Holding EAD (Bulgaria), | Bulgarian Energy Holding EAD (Bulgaria), | Bulgarian Energy Holding EAD (Bulgaria), | Bulgarian Energy Holding EAD (Bulgaria), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214220 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226475 |
| Caledonia Generating LLC, | Caledonia Generating LLC, | Caledonia Generating LLC, | Caledonia Generating LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284500 |
| CEZ A/S (Czech Republic), | CEZ A/S (Czech Republic), | CEZ A/S (Czech Republic), | CEZ A/S (Czech Republic), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570065 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025327 |
| Chile Electricity Lux Mpc II Sarl (Chile), | Chile Electricity Lux Mpc II Sarl (Chile), | Chile Electricity Lux Mpc II Sarl (Chile), | Chile Electricity Lux Mpc II Sarl (Chile), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.580% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/35 | &nbsp;&nbsp;1466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474337 |
| &nbsp;&nbsp;&nbsp;5.672% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979687 |
| Chile Electricity Lux MPC Sarl (Chile), | Chile Electricity Lux MPC Sarl (Chile), | Chile Electricity Lux MPC Sarl (Chile), | Chile Electricity Lux MPC Sarl (Chile), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886479 |
| Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), |
| &nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% | &nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% | &nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% | &nbsp;&nbsp;&nbsp;Insured Notes, Series 16U, 6 Month SOFR + 0.923% |
| &nbsp;&nbsp;&nbsp;4.591%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766577 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/51 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192750 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/29/36 | &nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388252 |
| Constellation Energy Generation LLC, | Constellation Energy Generation LLC, | Constellation Energy Generation LLC, | Constellation Energy Generation LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180377 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372842 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834791 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037890 |
| Dominion Energy, Inc., | Dominion Energy, Inc., | Dominion Energy, Inc., | Dominion Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639604 |
| Edison International, | Edison International, | Edison International, | Edison International, |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;8.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173863 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$372244 |
| EDP SA (Portugal), | EDP SA (Portugal), | EDP SA (Portugal), | EDP SA (Portugal), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350604 |
| Electricite de France SA (France), | Electricite de France SA (France), | Electricite de France SA (France), | Electricite de France SA (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;2.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/27(oo) | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121452 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/17/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466113 |
| &nbsp;&nbsp;&nbsp;5.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/32(oo) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473117 |
| Enel Finance America LLC (Italy), | Enel Finance America LLC (Italy), | Enel Finance America LLC (Italy), | Enel Finance America LLC (Italy), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/12/41 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457996 |
| Enel Finance International NV (Italy), | Enel Finance International NV (Italy), | Enel Finance International NV (Italy), | Enel Finance International NV (Italy), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597479 |
| Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294180 |
| EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA (Colombia), | EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA (Colombia), | EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA (Colombia), | EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA (Colombia), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273473 |
| Engie SA (France), | Engie SA (France), | Engie SA (France), | Engie SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046923 |
| Entergy Corp., | Entergy Corp., | Entergy Corp., | Entergy Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93747 |
| &nbsp;&nbsp;&nbsp;7.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973544 |
| Eskom Holdings (South Africa), | Eskom Holdings (South Africa), | Eskom Holdings (South Africa), | Eskom Holdings (South Africa), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/28 | &nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837500 |
| EUSHI Finance, Inc., | EUSHI Finance, Inc., | EUSHI Finance, Inc., | EUSHI Finance, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419460 |
| &nbsp;&nbsp;&nbsp;7.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308246 |
| FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/49 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248831 |
| Iberdrola International BV (Spain), | Iberdrola International BV (Spain), | Iberdrola International BV (Spain), | Iberdrola International BV (Spain), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series NC5 |
| &nbsp;&nbsp;&nbsp;1.874%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/26(oo) | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495543 |
| India Clean Energy Holdings (India), | India Clean Energy Holdings (India), | India Clean Energy Holdings (India), | India Clean Energy Holdings (India), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242088 |
| Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/22/32 | &nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137627 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A, GMTN |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392000 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1811231 |

---

A24

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| ITC Holdings Corp., | ITC Holdings Corp., | ITC Holdings Corp., | ITC Holdings Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$313814 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243060 |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792666 |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71916 |
| Jersey Central Power & Light Co., | Jersey Central Power & Light Co., | Jersey Central Power & Light Co., | Jersey Central Power & Light Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431146 |
| Landsvirkjun (Iceland), | Landsvirkjun (Iceland), | Landsvirkjun (Iceland), | Landsvirkjun (Iceland), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, EMTN, 3 Month EURIBOR + 0.090% |
| &nbsp;&nbsp;&nbsp;2.120%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413571 |
| MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220384 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619125 |
| National Grid PLC (United Kingdom), | National Grid PLC (United Kingdom), | National Grid PLC (United Kingdom), | National Grid PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644826 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865003 |
| NRG Energy, Inc., | NRG Energy, Inc., | NRG Energy, Inc., | NRG Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;1721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725429 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218583 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;1428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318810 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402817 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199233 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;10.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28(oo) | &nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847865 |
| NTPC Ltd. (India), | NTPC Ltd. (India), | NTPC Ltd. (India), | NTPC Ltd. (India), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530639 |
| Ontario Electricity Financial Corp. (Canada), | Ontario Electricity Financial Corp. (Canada), | Ontario Electricity Financial Corp. (Canada), | Ontario Electricity Financial Corp. (Canada), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series 40 | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series 40 | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series 40 | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes, Series 40 |
| &nbsp;&nbsp;&nbsp;3.577%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/11/31 | &nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411291 |
| Pacific Gas & Electric Co., | Pacific Gas & Electric Co., | Pacific Gas & Electric Co., | Pacific Gas & Electric Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/27(a) | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499023 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310444 |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259598 |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231928 |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537460 |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/30 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558374 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49838 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61412 |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276502 |
| &nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243103 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862534 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228174 |
| &nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188384 |
| &nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/34(a) | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019102 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia), | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia), | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia), | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (Indonesia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/05/31 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031684 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| PG&E Corp., | PG&E Corp., | PG&E Corp., | PG&E Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$474721 |
| &nbsp;&nbsp;&nbsp;7.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884951 |
| Puget Sound Energy, Inc., | Puget Sound Energy, Inc., | Puget Sound Energy, Inc., | Puget Sound Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320176 |
| San Diego Gas & Electric Co., | San Diego Gas & Electric Co., | San Diego Gas & Electric Co., | San Diego Gas & Electric Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224337 |
| Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), | Saudi Electricity Sukuk Programme Co. (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/29 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380638 |
| SCE Recovery Funding LLC, | SCE Recovery Funding LLC, | SCE Recovery Funding LLC, | SCE Recovery Funding LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.453% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980390 |
| Sempra, | Sempra, | Sempra, | Sempra, |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315792 |
| Sierra Pacific Power Co., | Sierra Pacific Power Co., | Sierra Pacific Power Co., | Sierra Pacific Power Co., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.200%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627345 |
| Southern California Edison Co., | Southern California Edison Co., | Southern California Edison Co., | Southern California Edison Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111571 |
| Southern Power Co., | Southern Power Co., | Southern Power Co., | Southern Power Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140174 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99603 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262829 |
| Texas Electric Market Stabilization Funding M LLC, | Texas Electric Market Stabilization Funding M LLC, | Texas Electric Market Stabilization Funding M LLC, | Texas Electric Market Stabilization Funding M LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A, 144A |
| &nbsp;&nbsp;&nbsp;5.147% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;4793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4733405 |
| Texas Electric Market Stabilization Funding N LLC, | Texas Electric Market Stabilization Funding N LLC, | Texas Electric Market Stabilization Funding N LLC, | Texas Electric Market Stabilization Funding N LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A-2, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A-2, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A-2, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, Series A-2, 144A |
| &nbsp;&nbsp;&nbsp;4.966% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/44 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719880 |
| Trinidad Generation UnLtd. (Trinidad & Tobago), | Trinidad Generation UnLtd. (Trinidad & Tobago), | Trinidad Generation UnLtd. (Trinidad & Tobago), | Trinidad Generation UnLtd. (Trinidad & Tobago), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207750 |
| Vistra Corp., | Vistra Corp., | Vistra Corp., | Vistra Corp., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/26(oo) | &nbsp;&nbsp;3907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3908980 |
| &nbsp;&nbsp;&nbsp;8.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/26(oo) | &nbsp;&nbsp;6239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290384 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series C, 144A |
| &nbsp;&nbsp;&nbsp;8.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29(oo) | &nbsp;&nbsp;5710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147422 |
| Vistra Operations Co. LLC, | Vistra Operations Co. LLC, | Vistra Operations Co. LLC, | Vistra Operations Co. LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/27 | &nbsp;&nbsp;3547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3538233 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;1094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093931 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532912 |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336313 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99220 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236773 |

---

A25

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** | **Electric (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/36 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$308271 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559294 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185563 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94934841 |
| **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** |
| Emerson Electric Co., | Emerson Electric Co., | Emerson Electric Co., | Emerson Electric Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923721 |
| WESCO Distribution, Inc., | WESCO Distribution, Inc., | WESCO Distribution, Inc., | WESCO Distribution, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392506 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409040 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636175 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480726 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448533 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290701 |
| **Electronics — 0.0%** | **Electronics — 0.0%** | **Electronics — 0.0%** | **Electronics — 0.0%** |
| Fortive Corp., | Fortive Corp., | Fortive Corp., | Fortive Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869826 |
| Sensata Technologies, Inc., | Sensata Technologies, Inc., | Sensata Technologies, Inc., | Sensata Technologies, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545804 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2415630 |
| **Energy-Alternate Sources — 0.0%** | **Energy-Alternate Sources — 0.0%** | **Energy-Alternate Sources — 0.0%** | **Energy-Alternate Sources — 0.0%** |
| India Green Power Holdings (India), | India Green Power Holdings (India), | India Green Power Holdings (India), | India Green Power Holdings (India), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233760 |
| **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** |
| ATP Tower Holdings/Andean Telecom Partners Chile SpA/Andean Tower Partners C (Chile), | ATP Tower Holdings/Andean Telecom Partners Chile SpA/Andean Tower Partners C (Chile), | ATP Tower Holdings/Andean Telecom Partners Chile SpA/Andean Tower Partners C (Chile), | ATP Tower Holdings/Andean Telecom Partners Chile SpA/Andean Tower Partners C (Chile), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/30 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253438 |
| Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), | Bioceanico Sovereign Certificate Ltd. (Paraguay), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.296%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/05/34 | &nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092480 |
| Cellnex Finance Co. SA (Spain), | Cellnex Finance Co. SA (Spain), | Cellnex Finance Co. SA (Spain), | Cellnex Finance Co. SA (Spain), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216923 |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011463 |
| IHS Holding Ltd. (Nigeria), | IHS Holding Ltd. (Nigeria), | IHS Holding Ltd. (Nigeria), | IHS Holding Ltd. (Nigeria), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247540 |
| Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;1645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604780 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498540 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346320 |
| TAV Havalimanlari Holding A/S (Turkey), | TAV Havalimanlari Holding A/S (Turkey), | TAV Havalimanlari Holding A/S (Turkey), | TAV Havalimanlari Holding A/S (Turkey), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/07/28 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254922 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Engineering & Construction (cont'd.)** | **Engineering & Construction (cont'd.)** | **Engineering & Construction (cont'd.)** | **Engineering & Construction (cont'd.)** |
| TopBuild Corp., | TopBuild Corp., | TopBuild Corp., | TopBuild Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$229654 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7756060 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** |
| Caesars Entertainment, Inc., | Caesars Entertainment, Inc., | Caesars Entertainment, Inc., | Caesars Entertainment, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948718 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597828 |
| Churchill Downs, Inc., | Churchill Downs, Inc., | Churchill Downs, Inc., | Churchill Downs, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/31 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079525 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/30 | &nbsp;&nbsp;3065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037046 |
| Jacobs Entertainment, Inc., | Jacobs Entertainment, Inc., | Jacobs Entertainment, Inc., | Jacobs Entertainment, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559992 |
| Penn Entertainment, Inc., | Penn Entertainment, Inc., | Penn Entertainment, Inc., | Penn Entertainment, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534353 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/27 | &nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044113 |
| Scientific Games Holdings LP/Scientific Games US FinCo, Inc., | Scientific Games Holdings LP/Scientific Games US FinCo, Inc., | Scientific Games Holdings LP/Scientific Games US FinCo, Inc., | Scientific Games Holdings LP/Scientific Games US FinCo, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704500 |
| Voyager Parent LLC, | Voyager Parent LLC, | Voyager Parent LLC, | Voyager Parent LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707189 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., | Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45432 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661853 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19920549 |
| **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** | **Environmental Control — 0.0%** |
| GFL Environmental, Inc., | GFL Environmental, Inc., | GFL Environmental, Inc., | GFL Environmental, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419195 |
| **Foods — 0.1%** | **Foods — 0.1%** | **Foods — 0.1%** | **Foods — 0.1%** |
| Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, | Albertson's Cos., Inc./Safeway, Inc./New Albertson's LP/Albertson's LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296736 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/32 | &nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115581 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406165 |
| B&G Foods, Inc., | B&G Foods, Inc., | B&G Foods, Inc., | B&G Foods, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771452 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/28(a) | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787958 |
| Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), | Bellis Acquisition Co. PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;3247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3537245 |
| &nbsp;&nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/30 | &nbsp;&nbsp;2939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3583718 |

---

A26

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** | **Foods (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3648218 |
| JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/36 | &nbsp;&nbsp;1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134787 |
| &nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/35 | &nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678999 |
| Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., | Lamb Weston Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618371 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814655 |
| Mars, Inc., | Mars, Inc., | Mars, Inc., | Mars, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433910 |
| Mondelez International, Inc., | Mondelez International, Inc., | Mondelez International, Inc., | Mondelez International, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/03/31 | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920936 |
| Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000642 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22749373 |
| **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** | **Gas — 0.0%** |
| AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., | AmeriGas Partners LP/AmeriGas Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75306 |
| NiSource, Inc., | NiSource, Inc., | NiSource, Inc., | NiSource, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.950%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281286 |
| Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., | Southern Co. Gas Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530125 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, Series 21A | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series 21A | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series 21A | &nbsp;&nbsp;&nbsp;Gtd. Notes, Series 21A |
| &nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38431 |
| Terega SA (France), | Terega SA (France), | Terega SA (France), | Terega SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/17/30 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309355 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2234503 |
| **Healthcare-Products — 0.1%** | **Healthcare-Products — 0.1%** | **Healthcare-Products — 0.1%** | **Healthcare-Products — 0.1%** |
| American Medical Systems Europe BV, | American Medical Systems Europe BV, | American Medical Systems Europe BV, | American Medical Systems Europe BV, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334209 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/34 | &nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549857 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/29 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450231 |
| Medline Borrower LP, | Medline Borrower LP, | Medline Borrower LP, | Medline Borrower LP, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/29 | &nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705034 |
| Medtronic, Inc., | Medtronic, Inc., | Medtronic, Inc., | Medtronic, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3618606 |
| &nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1164912 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457841 |
| Solventum Corp., | Solventum Corp., | Solventum Corp., | Solventum Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791062 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** | **Healthcare-Products (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$475333 |
| Stryker Corp., | Stryker Corp., | Stryker Corp., | Stryker Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204061 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12751146 |
| **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** |
| Concentra Health Services, Inc., | Concentra Health Services, Inc., | Concentra Health Services, Inc., | Concentra Health Services, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/32(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874280 |
| DaVita, Inc., | DaVita, Inc., | DaVita, Inc., | DaVita, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137608 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504619 |
| HCA, Inc., | HCA, Inc., | HCA, Inc., | HCA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282725 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607718 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700552 |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455392 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229228 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122535 |
| IQVIA, Inc., | IQVIA, Inc., | IQVIA, Inc., | IQVIA, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044947 |
| LifePoint Health, Inc., | LifePoint Health, Inc., | LifePoint Health, Inc., | LifePoint Health, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2889101 |
| Sutter Health, | Sutter Health, | Sutter Health, | Sutter Health, |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.164% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405786 |
| Tenet Healthcare Corp., | Tenet Healthcare Corp., | Tenet Healthcare Corp., | Tenet Healthcare Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534381 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655575 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847769 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040076 |
| UnitedHealth Group, Inc., | UnitedHealth Group, Inc., | UnitedHealth Group, Inc., | UnitedHealth Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/33(k) | &nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196441 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34(k) | &nbsp;&nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1625273 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/53(k) | &nbsp;&nbsp;&nbsp;1985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959191 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19113197 |
| **Holding Companies-Diversified — 0.1%** | **Holding Companies-Diversified — 0.1%** | **Holding Companies-Diversified — 0.1%** | **Holding Companies-Diversified — 0.1%** |
| Benteler International AG (Austria), | Benteler International AG (Austria), | Benteler International AG (Austria), | Benteler International AG (Austria), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305426 |
| Clue Opco LLC, | Clue Opco LLC, | Clue Opco LLC, | Clue Opco LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;14310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13910877 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14216303 |

---

A27

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Home Builders — 0.1%** | **Home Builders — 0.1%** | **Home Builders — 0.1%** | **Home Builders — 0.1%** |
| Ashton Woods USA LLC/Ashton Woods Finance Co., | Ashton Woods USA LLC/Ashton Woods Finance Co., | Ashton Woods USA LLC/Ashton Woods Finance Co., | Ashton Woods USA LLC/Ashton Woods Finance Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$126743 |
| Beazer Homes USA, Inc., | Beazer Homes USA, Inc., | Beazer Homes USA, Inc., | Beazer Homes USA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49774 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29(a) | &nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108272 |
| Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), | Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), | Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), | Brookfield Residential Properties, Inc./Brookfield Residential US LLC (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464898 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738984 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050840 |
| M/I Homes, Inc., | M/I Homes, Inc., | M/I Homes, Inc., | M/I Homes, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494904 |
| Mattamy Group Corp. (Canada), | Mattamy Group Corp. (Canada), | Mattamy Group Corp. (Canada), | Mattamy Group Corp. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683082 |
| Meritage Homes Corp., | Meritage Homes Corp., | Meritage Homes Corp., | Meritage Homes Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/06/27 | &nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196278 |
| Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., | Taylor Morrison Communities, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796210 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9709985 |
| **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** |
| Newell Brands, Inc., | Newell Brands, Inc., | Newell Brands, Inc., | Newell Brands, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/30(a) | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423704 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/32(a) | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210302 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982400 |
| Scotts Miracle-Gro Co. (The), | Scotts Miracle-Gro Co. (The), | Scotts Miracle-Gro Co. (The), | Scotts Miracle-Gro Co. (The), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496742 |
| SWF Holdings I Corp., | SWF Holdings I Corp., | SWF Holdings I Corp., | SWF Holdings I Corp., |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/29 | &nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71364 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184512 |
| **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** |
| Acrisure LLC/Acrisure Finance, Inc., | Acrisure LLC/Acrisure Finance, Inc., | Acrisure LLC/Acrisure Finance, Inc., | Acrisure LLC/Acrisure Finance, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018323 |
| Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., | Asurion LLC/Asurion Co-Issuer, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/31/32 | &nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385980 |
| &nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030843 |
| Athene Global Funding, | Athene Global Funding, | Athene Global Funding, | Athene Global Funding, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.033% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/30 | &nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191848 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.543% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684322 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** |
| Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., | Berkshire Hathaway, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.422% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/35 | JPY | &nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$597129 |
| BUPA Finance PLC (United Kingdom), | BUPA Finance PLC (United Kingdom), | BUPA Finance PLC (United Kingdom), | BUPA Finance PLC (United Kingdom), | BUPA Finance PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450831 |
| Chubb INA Holdings LLC, | Chubb INA Holdings LLC, | Chubb INA Holdings LLC, | Chubb INA Holdings LLC, | Chubb INA Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/06/35 | CNH | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286826 |
| Corebridge Financial, Inc., | Corebridge Financial, Inc., | Corebridge Financial, Inc., | Corebridge Financial, Inc., | Corebridge Financial, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/05/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508878 |
| Corebridge Global Funding, | Corebridge Global Funding, | Corebridge Global Funding, | Corebridge Global Funding, | Corebridge Global Funding, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/24/29(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012646 |
| Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/03/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756686 |
| Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750598 |
| Lincoln Financial Global Funding, | Lincoln Financial Global Funding, | Lincoln Financial Global Funding, | Lincoln Financial Global Funding, | Lincoln Financial Global Funding, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/13/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791511 |
| MetLife, Inc., | MetLife, Inc., | MetLife, Inc., | MetLife, Inc., | MetLife, Inc., |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.850%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/56 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74590 |
| Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/16/44 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639705 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14180716 |
| **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** |
| Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., | Alphabet, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/32 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693692 |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/56 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214144 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/58 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998513 |
| Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., | Amazon.com, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/56 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279316 |
| Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, | Beignet Investor LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.581% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/30/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;3447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3549973 |
| Booking Holdings, Inc., | Booking Holdings, Inc., | Booking Holdings, Inc., | Booking Holdings, Inc., | Booking Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900685 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548220 |
| Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969466 |
| Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., | Meta Platforms, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371726 |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271667 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/45 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596591 |

---

A28

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Internet (cont'd.)** | **Internet (cont'd.)** | **Internet (cont'd.)** | **Internet (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$275389 |
| Rakuten Group, Inc. (Japan), | Rakuten Group, Inc. (Japan), | Rakuten Group, Inc. (Japan), | Rakuten Group, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;11.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703800 |
| Uber Technologies, Inc., | Uber Technologies, Inc., | Uber Technologies, Inc., | Uber Technologies, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35(a) | &nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558738 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13931920 |
| **Investment Companies — 0.0%** | **Investment Companies — 0.0%** | **Investment Companies — 0.0%** | **Investment Companies — 0.0%** |
| Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), | Gaci First Investment Co. (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/14/30 | &nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524800 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/14/32 | &nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876522 |
| MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/10/27 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346672 |
| TVF Varlik Kiralama A/S (Turkey), | TVF Varlik Kiralama A/S (Turkey), | TVF Varlik Kiralama A/S (Turkey), | TVF Varlik Kiralama A/S (Turkey), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919835 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6667829 |
| **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** | **Iron/Steel — 0.0%** |
| Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., | Cleveland-Cliffs, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745002 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/33 | &nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291793 |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095448 |
| Commercial Metals Co., | Commercial Metals Co., | Commercial Metals Co., | Commercial Metals Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411468 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626284 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169995 |
| **Leisure Time — 0.0%** | **Leisure Time — 0.0%** | **Leisure Time — 0.0%** | **Leisure Time — 0.0%** |
| NCL Corp. Ltd., | NCL Corp. Ltd., | NCL Corp. Ltd., | NCL Corp. Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73991 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372188 |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258521 |
| NCL Finance Ltd., | NCL Finance Ltd., | NCL Finance Ltd., | NCL Finance Ltd., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560660 |
| Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525596 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790956 |
| **Lodging — 0.0%** | **Lodging — 0.0%** | **Lodging — 0.0%** | **Lodging — 0.0%** |
| Las Vegas Sands Corp., | Las Vegas Sands Corp., | Las Vegas Sands Corp., | Las Vegas Sands Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/18/26 | &nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866382 |
| Marriott International, Inc., | Marriott International, Inc., | Marriott International, Inc., | Marriott International, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/37(a) | &nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140792 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Lodging (cont'd.)** | **Lodging (cont'd.)** | **Lodging (cont'd.)** | **Lodging (cont'd.)** |
| MGM Resorts International, | MGM Resorts International, | MGM Resorts International, | MGM Resorts International, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;2009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1976492 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32(a) | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814611 |
| Studio City Finance Ltd. (Macau), | Studio City Finance Ltd. (Macau), | Studio City Finance Ltd. (Macau), | Studio City Finance Ltd. (Macau), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918623 |
| Wynn Macau Ltd. (Macau), | Wynn Macau Ltd. (Macau), | Wynn Macau Ltd. (Macau), | Wynn Macau Ltd. (Macau), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239013 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7955913 |
| **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** |
| Chart Industries, Inc., | Chart Industries, Inc., | Chart Industries, Inc., | Chart Industries, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311685 |
| Maxim Crane Works Holdings Capital LLC, | Maxim Crane Works Holdings Capital LLC, | Maxim Crane Works Holdings Capital LLC, | Maxim Crane Works Holdings Capital LLC, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884720 |
| Stevens Holding Co., Inc., | Stevens Holding Co., Inc., | Stevens Holding Co., Inc., | Stevens Holding Co., Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179205 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375610 |
| **Media — 0.2%** | **Media — 0.2%** | **Media — 0.2%** | **Media — 0.2%** |
| CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., | CCO Holdings LLC/CCO Holdings Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241693 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236951 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95526 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/34(a) | &nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560376 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46665 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468248 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89171 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95017 |
| Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, | Charter Communications Operating LLC/Charter Communications Operating Capital, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579314 |
| &nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32(a) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342823 |
| &nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;1227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101223 |
| &nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459877 |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98643 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/53(a) | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297836 |
| &nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479651 |
| Comcast Corp., | Comcast Corp., | Comcast Corp., | Comcast Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.937% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/56 | &nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199873 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251510 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415768 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291790 |
| Cox Communications, Inc., | Cox Communications, Inc., | Cox Communications, Inc., | Cox Communications, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100798 |

---

A29

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** | **Media (cont'd.)** |
| CSC Holdings LLC, | CSC Holdings LLC, | CSC Holdings LLC, | CSC Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$939562 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254833 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536694 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410202 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149998 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/30 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549980 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375712 |
| DISH DBS Corp., | DISH DBS Corp., | DISH DBS Corp., | DISH DBS Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75962 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203677 |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/26 | &nbsp;&nbsp;7439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7418688 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/28 | &nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292797 |
| DISH Network Corp., | DISH Network Corp., | DISH Network Corp., | DISH Network Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2214972 |
| Globo Comunicacao e Participacoes SA (Brazil), | Globo Comunicacao e Participacoes SA (Brazil), | Globo Comunicacao e Participacoes SA (Brazil), | Globo Comunicacao e Participacoes SA (Brazil), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/30 | &nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058625 |
| Gray Media, Inc., | Gray Media, Inc., | Gray Media, Inc., | Gray Media, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;3262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411532 |
| Time Warner Cable LLC, | Time Warner Cable LLC, | Time Warner Cable LLC, | Time Warner Cable LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81283 |
| Univision Communications, Inc., | Univision Communications, Inc., | Univision Communications, Inc., | Univision Communications, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125607 |
| Virgin Media Secured Finance PLC (United Kingdom), | Virgin Media Secured Finance PLC (United Kingdom), | Virgin Media Secured Finance PLC (United Kingdom), | Virgin Media Secured Finance PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286122 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281682 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850992 |
| VZ Secured Financing BV (Netherlands), | VZ Secured Financing BV (Netherlands), | VZ Secured Financing BV (Netherlands), | VZ Secured Financing BV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781367 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36753040 |
| **Mining — 0.1%** | **Mining — 0.1%** | **Mining — 0.1%** | **Mining — 0.1%** |
| Anglo American Capital PLC (South Africa), | Anglo American Capital PLC (South Africa), | Anglo American Capital PLC (South Africa), | Anglo American Capital PLC (South Africa), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/05/34 | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539742 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077122 |
| Aris Mining Corp. (Colombia), | Aris Mining Corp. (Colombia), | Aris Mining Corp. (Colombia), | Aris Mining Corp. (Colombia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257688 |
| Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462546 |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 | &nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222017 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** | **Mining (cont'd.)** |
| Freeport Indonesia PT (Indonesia), | Freeport Indonesia PT (Indonesia), | Freeport Indonesia PT (Indonesia), | Freeport Indonesia PT (Indonesia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.763% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/27 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$997880 |
| Glencore Capital Finance DAC (Australia), | Glencore Capital Finance DAC (Australia), | Glencore Capital Finance DAC (Australia), | Glencore Capital Finance DAC (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426971 |
| Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), | Glencore Funding LLC (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.371% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/29 | &nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712533 |
| &nbsp;&nbsp;&nbsp;5.634% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/34 | &nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157569 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/30 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159161 |
| Hecla Mining Co., | Hecla Mining Co., | Hecla Mining Co., | Hecla Mining Co., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797364 |
| New Gold, Inc. (Canada), | New Gold, Inc. (Canada), | New Gold, Inc. (Canada), | New Gold, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944655 |
| Novelis Corp., | Novelis Corp., | Novelis Corp., | Novelis Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316511 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563635 |
| Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), | Vale Canada Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976500 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15611894 |
| **Miscellaneous Manufacturing — 0.0%** | **Miscellaneous Manufacturing — 0.0%** | **Miscellaneous Manufacturing — 0.0%** | **Miscellaneous Manufacturing — 0.0%** |
| Alstom SA (France), | Alstom SA (France), | Alstom SA (France), | Alstom SA (France), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.868%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237252 |
| Avient Corp., | Avient Corp., | Avient Corp., | Avient Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538615 |
| Illinois Tool Works, Inc., | Illinois Tool Works, Inc., | Illinois Tool Works, Inc., | Illinois Tool Works, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040161 |
| Maxam Prill Sarl (Luxembourg), | Maxam Prill Sarl (Luxembourg), | Maxam Prill Sarl (Luxembourg), | Maxam Prill Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322627 |
| Parker-Hannifin Corp., | Parker-Hannifin Corp., | Parker-Hannifin Corp., | Parker-Hannifin Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702491 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841146 |
| **Multi-National — 0.0%** | **Multi-National — 0.0%** | **Multi-National — 0.0%** | **Multi-National — 0.0%** |
| Africa Finance Corp. (Supranational Bank), | Africa Finance Corp. (Supranational Bank), | Africa Finance Corp. (Supranational Bank), | Africa Finance Corp. (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/08/29 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251223 |
| African Export-Import Bank (The) (Supranational Bank), | African Export-Import Bank (The) (Supranational Bank), | African Export-Import Bank (The) (Supranational Bank), | African Export-Import Bank (The) (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.994% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232458 |
| Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), | Corp. Andina de Fomento (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/30 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523622 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791865 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577826 |

---

A30

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Multi-National (cont'd.)** | **Multi-National (cont'd.)** | **Multi-National (cont'd.)** | **Multi-National (cont'd.)** |
| European Investment Bank (Supranational Bank), | European Investment Bank (Supranational Bank), | European Investment Bank (Supranational Bank), | European Investment Bank (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/37 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$216808 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;2.422%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/37 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178848 |
| Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), | Inter-American Development Bank (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617344 |
| International Bank for Reconstruction & Development (Supranational Bank), | International Bank for Reconstruction & Development (Supranational Bank), | International Bank for Reconstruction & Development (Supranational Bank), | International Bank for Reconstruction & Development (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.621%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/27 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440627 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5830621 |
| **Office/Business Equipment — 0.0%** | **Office/Business Equipment — 0.0%** | **Office/Business Equipment — 0.0%** | **Office/Business Equipment — 0.0%** |
| Zebra Technologies Corp., | Zebra Technologies Corp., | Zebra Technologies Corp., | Zebra Technologies Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769594 |
| **Oil & Gas — 0.3%** | **Oil & Gas — 0.3%** | **Oil & Gas — 0.3%** | **Oil & Gas — 0.3%** |
| Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), | Aker BP ASA (Norway), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738715 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146331 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676486 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400058 |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp., | Ascent Resources Utica Holdings LLC/ARU Finance Corp., | Ascent Resources Utica Holdings LLC/ARU Finance Corp., | Ascent Resources Utica Holdings LLC/ARU Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40837 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574032 |
| BP Capital Markets PLC, | BP Capital Markets PLC, | BP Capital Markets PLC, | BP Capital Markets PLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/22/29(oo) | &nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1550420 |
| &nbsp;&nbsp;&nbsp;6.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/35(oo) | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887722 |
| &nbsp;&nbsp;&nbsp;6.450%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/33(oo) | &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421225 |
| Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), | Cenovus Energy, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213808 |
| Coterra Energy, Inc., | Coterra Energy, Inc., | Coterra Energy, Inc., | Coterra Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29564 |
| Crescent Energy Finance LLC, | Crescent Energy Finance LLC, | Crescent Energy Finance LLC, | Crescent Energy Finance LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291797 |
| &nbsp;&nbsp;&nbsp;9.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286190 |
| Diamond Foreign Asset Co./Diamond Finance LLC, | Diamond Foreign Asset Co./Diamond Finance LLC, | Diamond Foreign Asset Co./Diamond Finance LLC, | Diamond Foreign Asset Co./Diamond Finance LLC, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;1029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085955 |
| Diamondback Energy, Inc., | Diamondback Energy, Inc., | Diamondback Energy, Inc., | Diamondback Energy, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270660 |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458809 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137742 |
| Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), | Ecopetrol SA (Colombia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263838 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** |
| Expand Energy Corp., | Expand Energy Corp., | Expand Energy Corp., | Expand Energy Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1899988 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/30 | &nbsp;&nbsp;1276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287168 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;1851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851192 |
| Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379029 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515457 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234155 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389004 |
| &nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724076 |
| KazMunayGas National Co. JSC (Kazakhstan), | KazMunayGas National Co. JSC (Kazakhstan), | KazMunayGas National Co. JSC (Kazakhstan), | KazMunayGas National Co. JSC (Kazakhstan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/33 | &nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834381 |
| Occidental Petroleum Corp., | Occidental Petroleum Corp., | Occidental Petroleum Corp., | Occidental Petroleum Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;8.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/30 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015638 |
| Ovintiv, Inc., | Ovintiv, Inc., | Ovintiv, Inc., | Ovintiv, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472241 |
| Permian Resources Operating LLC, | Permian Resources Operating LLC, | Permian Resources Operating LLC, | Permian Resources Operating LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301295 |
| Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), | Petrobras Global Finance BV (Brazil), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779468 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592291 |
| Petroleos Mexicanos (Mexico), | Petroleos Mexicanos (Mexico), | Petroleos Mexicanos (Mexico), | Petroleos Mexicanos (Mexico), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229619 |
| &nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/31 | &nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175924 |
| &nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/16/32 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008113 |
| &nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/07/33 | &nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3508890 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529469 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/02/29 | &nbsp;&nbsp;3740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3932236 |
| Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.649% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/29/31 | &nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1140455 |
| SM Energy Co., | SM Energy Co., | SM Energy Co., | SM Energy Co., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241506 |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/30 | &nbsp;&nbsp;1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427251 |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52303 |
| Sunoco LP, | Sunoco LP, | Sunoco LP, | Sunoco LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825766 |
| Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), | Tecpetrol SA (Argentina), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/03/30 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353504 |
| Tengizchevroil Finance Co. International Ltd. (Kazakhstan), | Tengizchevroil Finance Co. International Ltd. (Kazakhstan), | Tengizchevroil Finance Co. International Ltd. (Kazakhstan), | Tengizchevroil Finance Co. International Ltd. (Kazakhstan), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276900 |

---

A31

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** | **Oil & Gas (cont'd.)** |
| TotalEnergies SE (France), | TotalEnergies SE (France), | TotalEnergies SE (France), | TotalEnergies SE (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;4.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/19/34(oo) | &nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$962911 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN |
| &nbsp;&nbsp;&nbsp;1.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/27(oo) | &nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1514061 |
| Transocean International Ltd., | Transocean International Ltd., | Transocean International Ltd., | Transocean International Ltd., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706454 |
| Valaris Ltd., | Valaris Ltd., | Valaris Ltd., | Valaris Ltd., |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/30 | &nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481809 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52116743 |
| **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** |
| Ball Corp., | Ball Corp., | Ball Corp., | Ball Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30(a) | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092187 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5716332 |
| Clydesdale Acquisition Holdings, Inc., | Clydesdale Acquisition Holdings, Inc., | Clydesdale Acquisition Holdings, Inc., | Clydesdale Acquisition Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461077 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466237 |
| Graphic Packaging International LLC, | Graphic Packaging International LLC, | Graphic Packaging International LLC, | Graphic Packaging International LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/30(a) | &nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800087 |
| Sealed Air Corp./Sealed Air Corp. US, | Sealed Air Corp./Sealed Air Corp. US, | Sealed Air Corp./Sealed Air Corp. US, | Sealed Air Corp./Sealed Air Corp. US, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421355 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12957275 |
| **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** |
| 1261229 BC Ltd., | 1261229 BC Ltd., | 1261229 BC Ltd., | 1261229 BC Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251125 |
| AdaptHealth LLC, | AdaptHealth LLC, | AdaptHealth LLC, | AdaptHealth LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549144 |
| Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), | Bausch Health Cos., Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488202 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160481 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;2669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743497 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402715 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;3574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680500 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93247 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154806 |
| Becton Dickinson & Co., | Becton Dickinson & Co., | Becton Dickinson & Co., | Becton Dickinson & Co., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.828% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/07/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229844 |
| Cencora, Inc., | Cencora, Inc., | Cencora, Inc., | Cencora, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203673 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100785 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** | **Pharmaceuticals (cont'd.)** |
| CVS Health Corp., | CVS Health Corp., | CVS Health Corp., | CVS Health Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$123161 |
| Johnson & Johnson, | Johnson & Johnson, | Johnson & Johnson, | Johnson & Johnson, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/26/29 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286446 |
| Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, | Organon & Co./Organon Foreign Debt Co-Issuer BV, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346906 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9814532 |
| **Pipelines — 0.2%** | **Pipelines — 0.2%** | **Pipelines — 0.2%** | **Pipelines — 0.2%** |
| Antero Midstream Partners LP/Antero Midstream Finance Corp., | Antero Midstream Partners LP/Antero Midstream Finance Corp., | Antero Midstream Partners LP/Antero Midstream Finance Corp., | Antero Midstream Partners LP/Antero Midstream Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470303 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486172 |
| Cheniere Energy Partners LP, | Cheniere Energy Partners LP, | Cheniere Energy Partners LP, | Cheniere Energy Partners LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619235 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387651 |
| Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.927% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502485 |
| &nbsp;&nbsp;&nbsp;5.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170510 |
| &nbsp;&nbsp;&nbsp;6.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722107 |
| DCP Midstream Operating LP, | DCP Midstream Operating LP, | DCP Midstream Operating LP, | DCP Midstream Operating LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/37 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119991 |
| Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/77 | &nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287644 |
| Energy Transfer LP, | Energy Transfer LP, | Energy Transfer LP, | Energy Transfer LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907484 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958126 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series G |
| &nbsp;&nbsp;&nbsp;7.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/30(oo) | &nbsp;&nbsp;1684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708234 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/26(oo) | &nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2605017 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702189 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305205 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275453 |
| &nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187016 |
| Enterprise Products Operating LLC, | Enterprise Products Operating LLC, | Enterprise Products Operating LLC, | Enterprise Products Operating LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316220 |
| Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2146211 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929115 |
| Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.103% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/23/42 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198688 |

---

A32

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** | **Pipelines (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.853% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$926850 |
| MPLX LP, | MPLX LP, | MPLX LP, | MPLX LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325126 |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/47 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596495 |
| ONEOK, Inc., | ONEOK, Inc., | ONEOK, Inc., | ONEOK, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778071 |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446626 |
| &nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523996 |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85044 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182281 |
| Rockies Express Pipeline LLC, | Rockies Express Pipeline LLC, | Rockies Express Pipeline LLC, | Rockies Express Pipeline LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/33 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126558 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;1412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399765 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907337 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1819243 |
| Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275981 |
| &nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531633 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286521 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp., | Targa Resources Partners LP/Targa Resources Partners Finance Corp., | Targa Resources Partners LP/Targa Resources Partners Finance Corp., | Targa Resources Partners LP/Targa Resources Partners Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239696 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893640 |
| Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, | Venture Global Calcasieu Pass LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38030 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906809 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769313 |
| Venture Global LNG, Inc., | Venture Global LNG, Inc., | Venture Global LNG, Inc., | Venture Global LNG, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/29(oo) | &nbsp;&nbsp;7290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7256962 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450015 |
| Western Midstream Operating LP, | Western Midstream Operating LP, | Western Midstream Operating LP, | Western Midstream Operating LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801649 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245287 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/50 | &nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250466 |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244701 |
| Williams Cos., Inc. (The), | Williams Cos., Inc. (The), | Williams Cos., Inc. (The), | Williams Cos., Inc. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584567 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45897718 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Real Estate — 0.1%** | **Real Estate — 0.1%** | **Real Estate — 0.1%** | **Real Estate — 0.1%** |
| Balder Finland OYJ (Sweden), | Balder Finland OYJ (Sweden), | Balder Finland OYJ (Sweden), | Balder Finland OYJ (Sweden), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1009172 |
| Blackstone Property Partners Europe Holdings Sarl (Luxembourg), | Blackstone Property Partners Europe Holdings Sarl (Luxembourg), | Blackstone Property Partners Europe Holdings Sarl (Luxembourg), | Blackstone Property Partners Europe Holdings Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/04/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435987 |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209976 |
| Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), | Corp. Inmobiliaria Vesta SAB de CV (Mexico), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289875 |
| Heimstaden Bostad Treasury BV (Sweden), | Heimstaden Bostad Treasury BV (Sweden), | Heimstaden Bostad Treasury BV (Sweden), | Heimstaden Bostad Treasury BV (Sweden), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/03/27 | &nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524723 |
| Howard Hughes Corp. (The), | Howard Hughes Corp. (The), | Howard Hughes Corp. (The), | Howard Hughes Corp. (The), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511170 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/32 | &nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192762 |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/34 | &nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191833 |
| Logicor Financing Sarl (Luxembourg), | Logicor Financing Sarl (Luxembourg), | Logicor Financing Sarl (Luxembourg), | Logicor Financing Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/27 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299749 |
| Ontario Teachers' Cadillac Fairview Properties Trust (Canada), | Ontario Teachers' Cadillac Fairview Properties Trust (Canada), | Ontario Teachers' Cadillac Fairview Properties Trust (Canada), | Ontario Teachers' Cadillac Fairview Properties Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353666 |
| P3 Group Sarl (Luxembourg), | P3 Group Sarl (Luxembourg), | P3 Group Sarl (Luxembourg), | P3 Group Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545058 |
| Sun Hung Kai Properties Capital Market Ltd. (Hong Kong), | Sun Hung Kai Properties Capital Market Ltd. (Hong Kong), | Sun Hung Kai Properties Capital Market Ltd. (Hong Kong), | Sun Hung Kai Properties Capital Market Ltd. (Hong Kong), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/28 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294646 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/14/27 | &nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023923 |
| Vonovia SE (Germany), | Vonovia SE (Germany), | Vonovia SE (Germany), | Vonovia SE (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267452 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10149992 |
| **Real Estate Investment Trusts (REITs) — 0.2%** | **Real Estate Investment Trusts (REITs) — 0.2%** | **Real Estate Investment Trusts (REITs) — 0.2%** | **Real Estate Investment Trusts (REITs) — 0.2%** |
| Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184886 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/35(a) | &nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374802 |
| Brixmor Operating Partnership LP, | Brixmor Operating Partnership LP, | Brixmor Operating Partnership LP, | Brixmor Operating Partnership LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/27 | &nbsp;&nbsp;2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096411 |
| &nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383244 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060785 |
| CFE Fibra E (Mexico), | CFE Fibra E (Mexico), | CFE Fibra E (Mexico), | CFE Fibra E (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/40 | &nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287163 |
| Digital Dutch Finco BV, | Digital Dutch Finco BV, | Digital Dutch Finco BV, | Digital Dutch Finco BV, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544216 |
| Diversified Healthcare Trust, | Diversified Healthcare Trust, | Diversified Healthcare Trust, | Diversified Healthcare Trust, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398659 |

---

A33

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$531883 |
| Essex Portfolio LP, | Essex Portfolio LP, | Essex Portfolio LP, | Essex Portfolio LP, | Essex Portfolio LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/35 |  | &nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144443 |
| GLP Capital LP/GLP Financing II, Inc., | GLP Capital LP/GLP Financing II, Inc., | GLP Capital LP/GLP Financing II, Inc., | GLP Capital LP/GLP Financing II, Inc., | GLP Capital LP/GLP Financing II, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747109 |
| Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), | Hammerson Ireland Finance DAC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/03/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900685 |
| Healthpeak OP LLC, | Healthpeak OP LLC, | Healthpeak OP LLC, | Healthpeak OP LLC, | Healthpeak OP LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224891 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/35(a) |  | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106803 |
| Invitation Homes Operating Partnership LP, | Invitation Homes Operating Partnership LP, | Invitation Homes Operating Partnership LP, | Invitation Homes Operating Partnership LP, | Invitation Homes Operating Partnership LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31(x) |  | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231433 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/35(x) |  | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639631 |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30(x) |  | &nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325612 |
| Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), | Lineage Europe Finco BV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/26/31 | EUR | &nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910284 |
| MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441235 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/29(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218120 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;2262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107666 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101508 |
| Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, | Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/30 |  | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821652 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 |  | &nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419256 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/28 |  | &nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380930 |
| Prologis Euro Finance LLC, | Prologis Euro Finance LLC, | Prologis Euro Finance LLC, | Prologis Euro Finance LLC, | Prologis Euro Finance LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/23/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405368 |
| Prologis LP, | Prologis LP, | Prologis LP, | Prologis LP, | Prologis LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | CAD | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999426 |
| Realty Income Corp., | Realty Income Corp., | Realty Income Corp., | Realty Income Corp., | Realty Income Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/31 | EUR | &nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495681 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/06/30 | EUR | &nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3635485 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049414 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/05/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781817 |
| RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 |  | &nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599024 |
| SBA Communications Corp., | SBA Communications Corp., | SBA Communications Corp., | SBA Communications Corp., | SBA Communications Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 |  | &nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582482 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/27 |  | &nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232495 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** | **Real Estate Investment Trusts (REITs) (cont'd.)** |
| SELP Finance Sarl (Luxembourg), | SELP Finance Sarl (Luxembourg), | SELP Finance Sarl (Luxembourg), | SELP Finance Sarl (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$694051 |
| Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969558 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143852 |
| Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/04/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923034 |
| VICI Properties LP, | VICI Properties LP, | VICI Properties LP, | VICI Properties LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30(a) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698423 |
| VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9584 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29922 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129830 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432335 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5029 |
| WP Carey, Inc., | WP Carey, Inc., | WP Carey, Inc., | WP Carey, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038705 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50438822 |
| **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** |
| 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), | 1011778 BC ULC/New Red Finance, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419348 |
| Boots Group Finco LP (United Kingdom), | Boots Group Finco LP (United Kingdom), | Boots Group Finco LP (United Kingdom), | Boots Group Finco LP (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520132 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724340 |
| Carvana Co., | Carvana Co., | Carvana Co., | Carvana Co., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;2372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469947 |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;8098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8758785 |
| EG Global Finance PLC (United Kingdom), | EG Global Finance PLC (United Kingdom), | EG Global Finance PLC (United Kingdom), | EG Global Finance PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4252158 |
| &nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3799406 |
| Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., | Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47844 |
| Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), | Gap, Inc. (The), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397206 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 | &nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053792 |
| Lithia Motors, Inc., | Lithia Motors, Inc., | Lithia Motors, Inc., | Lithia Motors, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1715125 |
| Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., | Sally Holdings LLC/Sally Capital, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686177 |

---

A34

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Retail (cont'd.)** | **Retail (cont'd.)** | **Retail (cont'd.)** | **Retail (cont'd.)** |
| Suburban Propane Partners LP/Suburban Energy Finance Corp., | Suburban Propane Partners LP/Suburban Energy Finance Corp., | Suburban Propane Partners LP/Suburban Energy Finance Corp., | Suburban Propane Partners LP/Suburban Energy Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1002893 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25847153 |
| **Savings & Loans — 0.0%** | **Savings & Loans — 0.0%** | **Savings & Loans — 0.0%** | **Savings & Loans — 0.0%** |
| Nationwide Building Society (United Kingdom), | Nationwide Building Society (United Kingdom), | Nationwide Building Society (United Kingdom), | Nationwide Building Society (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/27(oo) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785115 |
| &nbsp;&nbsp;&nbsp;7.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795107 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/05/29 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377944 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958166 |
| **Semiconductors — 0.0%** | **Semiconductors — 0.0%** | **Semiconductors — 0.0%** | **Semiconductors — 0.0%** |
| Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., | Broadcom, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28(k) | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282299 |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33(k) | &nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925969 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376706 |
| &nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30(k) | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538205 |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140018 |
| Foundry JV Holdco LLC, | Foundry JV Holdco LLC, | Foundry JV Holdco LLC, | Foundry JV Holdco LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/37 | &nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075389 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/35 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1051910 |
| Marvell Technology, Inc., | Marvell Technology, Inc., | Marvell Technology, Inc., | Marvell Technology, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31(a) | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816819 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/35(a) | &nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836133 |
| &nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126419 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6169867 |
| **Software — 0.0%** | **Software — 0.0%** | **Software — 0.0%** | **Software — 0.0%** |
| CoreWeave, Inc., | CoreWeave, Inc., | CoreWeave, Inc., | CoreWeave, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31(a) | &nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759494 |
| &nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629076 |
| Fiserv, Inc., | Fiserv, Inc., | Fiserv, Inc., | Fiserv, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371968 |
| OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., | OAK-Eagle Acquireco, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523012 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721578 |
| Oracle Corp., | Oracle Corp., | Oracle Corp., | Oracle Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85587 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47202 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/54 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79675 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/03/55 | &nbsp;&nbsp;&nbsp;&nbsp;448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375623 |
| &nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/46 | &nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436005 |
| &nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/56 | &nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435704 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Software (cont'd.)** | **Software (cont'd.)** | **Software (cont'd.)** | **Software (cont'd.)** |
| &nbsp;&nbsp;&nbsp;6.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$394779 |
| Roper Technologies, Inc., | Roper Technologies, Inc., | Roper Technologies, Inc., | Roper Technologies, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389027 |
| Take-Two Interactive Software, Inc., | Take-Two Interactive Software, Inc., | Take-Two Interactive Software, Inc., | Take-Two Interactive Software, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429169 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8677899 |
| **Telecommunications — 0.3%** | **Telecommunications — 0.3%** | **Telecommunications — 0.3%** | **Telecommunications — 0.3%** |
| AT&T, Inc., | AT&T, Inc., | AT&T, Inc., | AT&T, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113962 |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993201 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507992 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255437 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585884 |
| Black Pearl Compute LLC, | Black Pearl Compute LLC, | Black Pearl Compute LLC, | Black Pearl Compute LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909327 |
| Connect Holding II LLC, | Connect Holding II LLC, | Connect Holding II LLC, | Connect Holding II LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;10.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/03/31 | &nbsp;&nbsp;10375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10334478 |
| Digicel International Finance Ltd./DIFL US LLC (Jamaica), | Digicel International Finance Ltd./DIFL US LLC (Jamaica), | Digicel International Finance Ltd./DIFL US LLC (Jamaica), | Digicel International Finance Ltd./DIFL US LLC (Jamaica), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/32(x) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407949 |
| EchoStar Corp., | EchoStar Corp., | EchoStar Corp., | EchoStar Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;10.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;11250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12150004 |
| Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376484 |
| Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469051 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/28 | &nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675218 |
| Iliad Holding SAS (France), | Iliad Holding SAS (France), | Iliad Holding SAS (France), | Iliad Holding SAS (France), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200563 |
| Level 3 Financing, Inc., | Level 3 Financing, Inc., | Level 3 Financing, Inc., | Level 3 Financing, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938851 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/30/33 | &nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260553 |
| Millicom International Cellular SA (Guatemala), | Millicom International Cellular SA (Guatemala), | Millicom International Cellular SA (Guatemala), | Millicom International Cellular SA (Guatemala), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268215 |
| NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), | NTT Finance Corp. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.876% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673291 |
| Rogers Communications, Inc. (Canada), | Rogers Communications, Inc. (Canada), | Rogers Communications, Inc. (Canada), | Rogers Communications, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378948 |

---

A35

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** | **Telecommunications (cont'd.)** |
| Singapore Telecommunications Ltd. (Singapore), | Singapore Telecommunications Ltd. (Singapore), | Singapore Telecommunications Ltd. (Singapore), | Singapore Telecommunications Ltd. (Singapore), | Singapore Telecommunications Ltd. (Singapore), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$114806 |
| Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/28 |  | &nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3509544 |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 |  | &nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449360 |
| SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, | SV RNO Property Owner 1 LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 |  | &nbsp;&nbsp;5990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935911 |
| T-Mobile USA, Inc., | T-Mobile USA, Inc., | T-Mobile USA, Inc., | T-Mobile USA, Inc., | T-Mobile USA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40216 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/32 | EUR | &nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241336 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806114 |
| Turkcell Iletisim Hizmetleri A/S (Turkey), | Turkcell Iletisim Hizmetleri A/S (Turkey), | Turkcell Iletisim Hizmetleri A/S (Turkey), | Turkcell Iletisim Hizmetleri A/S (Turkey), | Turkcell Iletisim Hizmetleri A/S (Turkey), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/11/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248985 |
| Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, | Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747543 |
| Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/29 | GBP | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1606599 |
| Windstream Services LLC/Windstream Escrow Finance Corp., | Windstream Services LLC/Windstream Escrow Finance Corp., | Windstream Services LLC/Windstream Escrow Finance Corp., | Windstream Services LLC/Windstream Escrow Finance Corp., | Windstream Services LLC/Windstream Escrow Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471347 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52671169 |
| **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** |
| CP - Comboios de Portugal EPE (Portugal), | CP - Comboios de Portugal EPE (Portugal), | CP - Comboios de Portugal EPE (Portugal), | CP - Comboios de Portugal EPE (Portugal), | CP - Comboios de Portugal EPE (Portugal), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/30 | EUR | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782569 |
| Deutsche Bahn AG (Germany), | Deutsche Bahn AG (Germany), | Deutsche Bahn AG (Germany), | Deutsche Bahn AG (Germany), | Deutsche Bahn AG (Germany), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series CB |
| &nbsp;&nbsp;&nbsp;1.600%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/29(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524334 |
| Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), | Empresa de Transporte de Pasajeros Metro SA (Chile), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.398% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/07/33 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117628 |
| Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812992 |
| La Poste SA (France), | La Poste SA (France), | La Poste SA (France), | La Poste SA (France), | La Poste SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518029 |
| Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), | Lima Metro Line 2 Finance Ltd. (Peru), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/05/34 |  | &nbsp;&nbsp;1417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1444263 |
| Regie Autonome des Transports Parisiens EPIC (France), | Regie Autonome des Transports Parisiens EPIC (France), | Regie Autonome des Transports Parisiens EPIC (France), | Regie Autonome des Transports Parisiens EPIC (France), | Regie Autonome des Transports Parisiens EPIC (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/19/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158218 |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/32 | EUR | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096001 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222278 |
| SNCF Reseau (France), | SNCF Reseau (France), | SNCF Reseau (France), | SNCF Reseau (France), | SNCF Reseau (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266117 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Transportation (cont'd.)** | **Transportation (cont'd.)** | **Transportation (cont'd.)** | **Transportation (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE |
| &nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$586874 |
| Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), | Societe Nationale SNCF SACA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/02/29 | &nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545674 |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552639 |
| Star Leasing Co. LLC, | Star Leasing Co. LLC, | Star Leasing Co. LLC, | Star Leasing Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;3575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325691 |
| XPO, Inc., | XPO, Inc., | XPO, Inc., | XPO, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180336 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510754 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15644397 |
| **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** |
| Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., | Penske Truck Leasing Co. LP/PTL Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790892 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490420 |
| &nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360224 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641536 |
| **Water — 0.0%** | **Water — 0.0%** | **Water — 0.0%** | **Water — 0.0%** |
| Aegea Finance Sarl (Brazil), | Aegea Finance Sarl (Brazil), | Aegea Finance Sarl (Brazil), | Aegea Finance Sarl (Brazil), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784000 |
| **Total Corporate Bonds<br>(cost $1,001,593,180)<br>** | **Total Corporate Bonds<br>(cost $1,001,593,180)<br>** | **Total Corporate Bonds<br>(cost $1,001,593,180)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;1001633422 |
| **Floating Rate and Other Loans — 0.1%** | **Floating Rate and Other Loans — 0.1%** | **Floating Rate and Other Loans — 0.1%** | **Floating Rate and Other Loans — 0.1%** |
| **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** |
| Clarios Global LP, | Clarios Global LP, | Clarios Global LP, | Clarios Global LP, |
| &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% | &nbsp;&nbsp;&nbsp;Amendment No. 6 Dollar Term Loan, 1 Month SOFR + 2.750% |
| &nbsp;&nbsp;&nbsp;6.423%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/32 | &nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536852 |
| Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., | Tenneco, Inc., |
| &nbsp;&nbsp;&nbsp;Term A Loan, 1 Month SOFR + 4.750% | &nbsp;&nbsp;&nbsp;Term A Loan, 1 Month SOFR + 4.750% | &nbsp;&nbsp;&nbsp;Term A Loan, 1 Month SOFR + 4.750% | &nbsp;&nbsp;&nbsp;Term A Loan, 1 Month SOFR + 4.750% |
| &nbsp;&nbsp;&nbsp;8.506%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933189 |
| &nbsp;&nbsp;&nbsp;Term B Loan, 1 Month SOFR + 5.000% | &nbsp;&nbsp;&nbsp;Term B Loan, 1 Month SOFR + 5.000% | &nbsp;&nbsp;&nbsp;Term B Loan, 1 Month SOFR + 5.000% | &nbsp;&nbsp;&nbsp;Term B Loan, 1 Month SOFR + 5.000% |
| &nbsp;&nbsp;&nbsp;8.756%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;4175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4063235 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6533276 |
| **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** |
| Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), | Verisure Holding AB (PUBL) (Sweden), |
| &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% | &nbsp;&nbsp;&nbsp;Term Loan, 3 Month EURIBOR + 2.250% |
| &nbsp;&nbsp;&nbsp;4.281%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/03/32 | &nbsp;&nbsp;1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1870894 |
| **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** |
| Diamond Sports Net LLC, | Diamond Sports Net LLC, | Diamond Sports Net LLC, | Diamond Sports Net LLC, |
| &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan | &nbsp;&nbsp;&nbsp;First Lien Exit Term Loan |
| &nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/02/28 | &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32780 |
| **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** | **Retail — 0.1%** |
| Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), | Peer Holding III BV (Netherlands), |
| &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6 Loan, 3 Month EURIBOR + 2.750% |
| &nbsp;&nbsp;&nbsp;4.769%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6904447 |

---

A36

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Floating Rate and Other Loans (continued)** | **Floating Rate and Other Loans (continued)** | **Floating Rate and Other Loans (continued)** | **Floating Rate and Other Loans (continued)** |
| **Retail (cont'd.)** | **Retail (cont'd.)** | **Retail (cont'd.)** | **Retail (cont'd.)** |
| The Boots Group (United Kingdom), | The Boots Group (United Kingdom), | The Boots Group (United Kingdom), | The Boots Group (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Closing Date Sterling Term Loan, SONIA + 4.500% | &nbsp;&nbsp;&nbsp;Closing Date Sterling Term Loan, SONIA + 4.500% | &nbsp;&nbsp;&nbsp;Closing Date Sterling Term Loan, SONIA + 4.500% | &nbsp;&nbsp;&nbsp;Closing Date Sterling Term Loan, SONIA + 4.500% |
| &nbsp;&nbsp;&nbsp;8.228%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1914959 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8819406 |
| **Total Floating Rate and Other Loans<br>(cost $16,975,788)<br>** | **Total Floating Rate and Other Loans<br>(cost $16,975,788)<br>** | **Total Floating Rate and Other Loans<br>(cost $16,975,788)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17256356 |
| **Municipal Bonds — 0.0%** | **Municipal Bonds — 0.0%** | **Municipal Bonds — 0.0%** | **Municipal Bonds — 0.0%** |
| **California — 0.0%** | **California — 0.0%** | **California — 0.0%** | **California — 0.0%** |
| City of Los Angeles Department of Airports, | City of Los Angeles Department of Airports, | City of Los Angeles Department of Airports, | City of Los Angeles Department of Airports, |
| &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, BABs |
| &nbsp;&nbsp;&nbsp;6.582% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240074 |
| **Oklahoma — 0.0%** | **Oklahoma — 0.0%** | **Oklahoma — 0.0%** | **Oklahoma — 0.0%** |
| Oklahoma Development Finance Authority, | Oklahoma Development Finance Authority, | Oklahoma Development Finance Authority, | Oklahoma Development Finance Authority, |
| &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series 2022-PSO, Class A1 | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series 2022-PSO, Class A1 | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series 2022-PSO, Class A1 | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series 2022-PSO, Class A1 |
| &nbsp;&nbsp;&nbsp;4.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/33 | &nbsp;&nbsp;3693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3660283 |
| &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series 2022-PSO, Class A2 | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series 2022-PSO, Class A2 | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series 2022-PSO, Class A2 | &nbsp;&nbsp;&nbsp;Taxable, Revenue Bonds, Series 2022-PSO, Class A2 |
| &nbsp;&nbsp;&nbsp;4.623% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/44 | &nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3192777 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6853060 |
| **Total Municipal Bonds<br>(cost $6,931,969)<br>** | **Total Municipal Bonds<br>(cost $6,931,969)<br>** | **Total Municipal Bonds<br>(cost $6,931,969)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7093134 |
| **Residential Mortgage-Backed Securities — 0.1%** | **Residential Mortgage-Backed Securities — 0.1%** | **Residential Mortgage-Backed Securities — 0.1%** | **Residential Mortgage-Backed Securities — 0.1%** |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;1.115%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354434 |
| Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, | Chase Home Lending Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-RPL04, Class A1B, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL04, Class A1B, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL04, Class A1B, 144A | &nbsp;&nbsp;&nbsp;Series 2024-RPL04, Class A1B, 144A |
| &nbsp;&nbsp;&nbsp;3.375%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133933 |
| CIM Trust, | CIM Trust, | CIM Trust, | CIM Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-INV01, Class A29, 144A | &nbsp;&nbsp;&nbsp;Series 2021-INV01, Class A29, 144A | &nbsp;&nbsp;&nbsp;Series 2021-INV01, Class A29, 144A | &nbsp;&nbsp;&nbsp;Series 2021-INV01, Class A29, 144A |
| &nbsp;&nbsp;&nbsp;2.500%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830748 |
| &nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2024-R01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.750%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/64 | &nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349624 |
| Citigroup Mortgage Loan Trust, Inc., | Citigroup Mortgage Loan Trust, Inc., | Citigroup Mortgage Loan Trust, Inc., | Citigroup Mortgage Loan Trust, Inc., |
| &nbsp;&nbsp;&nbsp;Series 2020-EXP02, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2020-EXP02, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2020-EXP02, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2020-EXP02, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;2.500%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560140 |
| Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R03, Class 1B1, 144A, 30 Day Average SOFR + 6.250% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;9.912%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135510 |
| &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R04, Class 1B1, 144A, 30 Day Average SOFR + 5.250% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;8.912%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103795 |
| &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2025-R06, Class 1M1, 144A, 30 Day Average SOFR + 0.950% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.612%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415312 |
| Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, | Credit Suisse Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2014-03R, Class 2A1, 144A, 1 Month SOFR + 0.814% (Cap 7.000%, Floor 0.700%) | &nbsp;&nbsp;&nbsp;Series 2014-03R, Class 2A1, 144A, 1 Month SOFR + 0.814% (Cap 7.000%, Floor 0.700%) | &nbsp;&nbsp;&nbsp;Series 2014-03R, Class 2A1, 144A, 1 Month SOFR + 0.814% (Cap 7.000%, Floor 0.700%) | &nbsp;&nbsp;&nbsp;Series 2014-03R, Class 2A1, 144A, 1 Month SOFR + 0.814% (Cap 7.000%, Floor 0.700%) |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/27/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63244 |
| Eagle Re Ltd., | Eagle Re Ltd., | Eagle Re Ltd., | Eagle Re Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1C, 144A, 30 Day Average SOFR + 3.450% (Cap N/A, Floor 3.450%) |
| &nbsp;&nbsp;&nbsp;7.112%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26452 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** |
| Fannie Mae Interest Strips, | Fannie Mae Interest Strips, | Fannie Mae Interest Strips, | Fannie Mae Interest Strips, |
| &nbsp;&nbsp;&nbsp;Series 319, Class 2, IO | &nbsp;&nbsp;&nbsp;Series 319, Class 2, IO | &nbsp;&nbsp;&nbsp;Series 319, Class 2, IO | &nbsp;&nbsp;&nbsp;Series 319, Class 2, IO |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$28 |
| FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, | FHLMC Structured Agency Credit Risk REMIC Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.762%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431463 |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;6.012%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201376 |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, | Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-03INV, Class B3, 144A | &nbsp;&nbsp;&nbsp;Series 2018-03INV, Class B3, 144A | &nbsp;&nbsp;&nbsp;Series 2018-03INV, Class B3, 144A | &nbsp;&nbsp;&nbsp;Series 2018-03INV, Class B3, 144A |
| &nbsp;&nbsp;&nbsp;4.435%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/48 | &nbsp;&nbsp;2338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2157896 |
| Freddie Mac REMIC, | Freddie Mac REMIC, | Freddie Mac REMIC, | Freddie Mac REMIC, |
| &nbsp;&nbsp;&nbsp;Series 4194, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 4194, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 4194, Class BI, IO | &nbsp;&nbsp;&nbsp;Series 4194, Class BI, IO |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8043 |
| &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO | &nbsp;&nbsp;&nbsp;Series 4910, Class MI, IO |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13551 |
| &nbsp;&nbsp;&nbsp;Series 5020, Class IH, IO | &nbsp;&nbsp;&nbsp;Series 5020, Class IH, IO | &nbsp;&nbsp;&nbsp;Series 5020, Class IH, IO | &nbsp;&nbsp;&nbsp;Series 5020, Class IH, IO |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54492 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A14, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A14, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A14, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A14, 144A |
| &nbsp;&nbsp;&nbsp;2.897%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472202 |
| &nbsp;&nbsp;&nbsp;Series 2021-GR01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GR01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GR01, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GR01, Class A4, 144A |
| &nbsp;&nbsp;&nbsp;2.500%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633283 |
| &nbsp;&nbsp;&nbsp;Series 2021-GR02, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GR02, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GR02, Class A4, 144A | &nbsp;&nbsp;&nbsp;Series 2021-GR02, Class A4, 144A |
| &nbsp;&nbsp;&nbsp;2.500%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649251 |
| &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.100%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/65 | &nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278976 |
| JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, | JPMorgan Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-INV03, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2019-INV03, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2019-INV03, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2019-INV03, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;3.500%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177746 |
| &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A11, 144A, 1 Month SOFR + 0.944% (Cap 6.000%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A11, 144A, 1 Month SOFR + 0.944% (Cap 6.000%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A11, 144A, 1 Month SOFR + 0.944% (Cap 6.000%, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A11, 144A, 1 Month SOFR + 0.944% (Cap 6.000%, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;4.623%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100549 |
| &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;3.500%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154023 |
| &nbsp;&nbsp;&nbsp;Series 2020-INV02, Class A13, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV02, Class A13, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV02, Class A13, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV02, Class A13, 144A |
| &nbsp;&nbsp;&nbsp;3.000%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/50 | &nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208123 |
| MFA Trust, | MFA Trust, | MFA Trust, | MFA Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-NQM05, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.186%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/70 | &nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849789 |
| New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, | New Residential Mortgage Loan Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.824%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/65 | &nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233258 |
| Oaktown Re VII Ltd., | Oaktown Re VII Ltd., | Oaktown Re VII Ltd., | Oaktown Re VII Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | &nbsp;&nbsp;&nbsp;Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) |
| &nbsp;&nbsp;&nbsp;6.562%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75018 |
| OBX Trust, | OBX Trust, | OBX Trust, | OBX Trust, |
| &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2026-NQM02, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;4.818%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/65 | &nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548494 |
| Sequoia Mortgage Trust, | Sequoia Mortgage Trust, | Sequoia Mortgage Trust, | Sequoia Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2017-05, Class B1, 144A | &nbsp;&nbsp;&nbsp;Series 2017-05, Class B1, 144A | &nbsp;&nbsp;&nbsp;Series 2017-05, Class B1, 144A | &nbsp;&nbsp;&nbsp;Series 2017-05, Class B1, 144A |
| &nbsp;&nbsp;&nbsp;3.786%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500464 |

---

A37

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** | **Residential Mortgage-Backed Securities<br> (continued)** |
| &nbsp;&nbsp;&nbsp;Series 2018-CH02, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2018-CH02, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2018-CH02, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2018-CH02, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;4.000%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/48 | &nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$145821 |
| Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-INV01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;1.027%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165907 |
| Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, | Towd Point Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2019-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2019-01, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2019-01, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;3.750%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41252 |
| &nbsp;&nbsp;&nbsp;Series 2019-HY03, Class A1A, 144A, 1 Month SOFR + 1.114% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2019-HY03, Class A1A, 144A, 1 Month SOFR + 1.114% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2019-HY03, Class A1A, 144A, 1 Month SOFR + 1.114% (Cap N/A, Floor 1.000%) | &nbsp;&nbsp;&nbsp;Series 2019-HY03, Class A1A, 144A, 1 Month SOFR + 1.114% (Cap N/A, Floor 1.000%) |
| &nbsp;&nbsp;&nbsp;4.793%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11776 |
| UWM Mortgage Trust, | UWM Mortgage Trust, | UWM Mortgage Trust, | UWM Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-INV02, Class A15, 144A | &nbsp;&nbsp;&nbsp;Series 2021-INV02, Class A15, 144A | &nbsp;&nbsp;&nbsp;Series 2021-INV02, Class A15, 144A | &nbsp;&nbsp;&nbsp;Series 2021-INV02, Class A15, 144A |
| &nbsp;&nbsp;&nbsp;2.500%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652956 |
| Verus Securitization Trust, | Verus Securitization Trust, | Verus Securitization Trust, | Verus Securitization Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-01, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class A3, 144A | &nbsp;&nbsp;&nbsp;Series 2021-01, Class A3, 144A |
| &nbsp;&nbsp;&nbsp;1.155%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169909 |
| &nbsp;&nbsp;&nbsp;Series 2021-05, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2021-05, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2021-05, Class A2, 144A | &nbsp;&nbsp;&nbsp;Series 2021-05, Class A2, 144A |
| &nbsp;&nbsp;&nbsp;1.218%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/66 | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338634 |
| Vista Point Securitization Trust, | Vista Point Securitization Trust, | Vista Point Securitization Trust, | Vista Point Securitization Trust, |
| &nbsp;&nbsp;&nbsp;Series 2020-02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2020-02, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;1.475%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/65 | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225567 |
| **Total Residential Mortgage-Backed Securities<br>(cost $16,800,371)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $16,800,371)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $16,800,371)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15473039 |
| **Sovereign Bonds — 1.8%** | **Sovereign Bonds — 1.8%** | **Sovereign Bonds — 1.8%** | **Sovereign Bonds — 1.8%** |
| Agence France Locale (France), | Agence France Locale (France), | Agence France Locale (France), | Agence France Locale (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660832 |
| Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), | Amazon Conservation DAC (Ecuador), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.034% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/42 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018441 |
| Andorra International Bond (Andorra), | Andorra International Bond (Andorra), | Andorra International Bond (Andorra), | Andorra International Bond (Andorra), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/06/31 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551260 |
| Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), | Autonomous Community of Catalonia (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270254 |
| &nbsp;&nbsp;&nbsp;4.690% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/28/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241980 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799340 |
| Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), | Autonomous Community of Valencia Spain (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/10/27 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907596 |
| Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), | Bahrain Government International Bond (Bahrain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/18/34 | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903025 |
| Bpifrance SACA (France), | Bpifrance SACA (France), | Bpifrance SACA (France), | Bpifrance SACA (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100371 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571488 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013650 |
| Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), | Brazil Minas SPE via State of Minas Gerais (Brazil), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.333% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 | &nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025678 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), | Bulgaria Government International Bond (Bulgaria), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$522343 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874622 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 07Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 07Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 07Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 07Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 07Y |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071816 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12.5Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12.5Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12.5Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12.5Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12.5Y |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/13/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339324 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 13Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 13Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 13Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 13Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 13Y |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606747 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y |
| &nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/50 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30919 |
| Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), | Bundesobligation (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 191 | &nbsp;&nbsp;&nbsp;Bonds, Series 191 | &nbsp;&nbsp;&nbsp;Bonds, Series 191 | &nbsp;&nbsp;&nbsp;Bonds, Series 191 | &nbsp;&nbsp;&nbsp;Bonds, Series 191 |
| &nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/18/30 | EUR | &nbsp;&nbsp;12009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13726092 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 | &nbsp;&nbsp;&nbsp;Bonds, Series 192 |
| &nbsp;&nbsp;&nbsp;2.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/10/30 | EUR | &nbsp;&nbsp;&nbsp;4920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5563171 |
| Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), | Bundesrepublik Deutschland Bundesanleihe (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | EUR | &nbsp;&nbsp;14865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16638120 |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121631 |
| Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), | Bundesschatzanweisungen (Germany), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/16/27 | EUR | &nbsp;&nbsp;20315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23237173 |
| Caisse Francaise de Financement Local SA (France), | Caisse Francaise de Financement Local SA (France), | Caisse Francaise de Financement Local SA (France), | Caisse Francaise de Financement Local SA (France), | Caisse Francaise de Financement Local SA (France), |
| &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN | &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN | &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN | &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN | &nbsp;&nbsp;&nbsp;Covered Bonds, EMTN |
| &nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/09/29 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439306 |
| Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), | Chile Government International Bond (Chile), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/32 |  | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721200 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/09/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231316 |
| China Government Bond (China), | China Government Bond (China), | China Government Bond (China), | China Government Bond (China), | China Government Bond (China), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/04/36 | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86889 |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/43 | CNH | &nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320173 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/35 | CNH | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862225 |
| China Government International Bond (China), | China Government International Bond (China), | China Government International Bond (China), | China Government International Bond (China), | China Government International Bond (China), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/30 | EUR | &nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491314 |
| City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.019% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/35 | EUR | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710839 |
| City of Montreal (Canada), | City of Montreal (Canada), | City of Montreal (Canada), | City of Montreal (Canada), | City of Montreal (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/28 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359575 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/38 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456081 |
| &nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478175 |
| City of Ottawa Ontario (Canada), | City of Ottawa Ontario (Canada), | City of Ottawa Ontario (Canada), | City of Ottawa Ontario (Canada), | City of Ottawa Ontario (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/30/53 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515965 |
| City of Toronto (Canada), | City of Toronto (Canada), | City of Toronto (Canada), | City of Toronto (Canada), | City of Toronto (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/24/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175527 |
| &nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597263 |

---

A38

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/52 | CAD | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$886191 |
| Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/28 | EUR | &nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172628 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554486 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781882 |
| Croatia Government International Bond (Croatia), | Croatia Government International Bond (Croatia), | Croatia Government International Bond (Croatia), | Croatia Government International Bond (Croatia), | Croatia Government International Bond (Croatia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109028 |
| &nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/04/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199772 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/31 | EUR | &nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345904 |
| Cyprus Government International Bond (Cyprus), | Cyprus Government International Bond (Cyprus), | Cyprus Government International Bond (Cyprus), | Cyprus Government International Bond (Cyprus), | Cyprus Government International Bond (Cyprus), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/40 | EUR | &nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389063 |
| Czech Republic Government Bond (Czech Republic), | Czech Republic Government Bond (Czech Republic), | Czech Republic Government Bond (Czech Republic), | Czech Republic Government Bond (Czech Republic), | Czech Republic Government Bond (Czech Republic), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 151 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/34 | CZK | &nbsp;&nbsp;79540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764733 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/11/32 | CZK | &nbsp;&nbsp;19140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891848 |
| Dominican Republic International Bond (Dominican Republic), | Dominican Republic International Bond (Dominican Republic), | Dominican Republic International Bond (Dominican Republic), | Dominican Republic International Bond (Dominican Republic), | Dominican Republic International Bond (Dominican Republic), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206800 |
| Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/30 |  | &nbsp;&nbsp;&nbsp;3070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3077675 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/30 |  | &nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325800 |
| Ecuador Government International Bond (Ecuador), | Ecuador Government International Bond (Ecuador), | Ecuador Government International Bond (Ecuador), | Ecuador Government International Bond (Ecuador), | Ecuador Government International Bond (Ecuador), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/29/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512474 |
| &nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/29/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196200 |
| Ecuador Social Bond Sarl (Ecuador), | Ecuador Social Bond Sarl (Ecuador), | Ecuador Social Bond Sarl (Ecuador), | Ecuador Social Bond Sarl (Ecuador), | Ecuador Social Bond Sarl (Ecuador), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380787 |
| El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288805 |
| Emirate of Dubai Government International Bonds (United Arab Emirates), | Emirate of Dubai Government International Bonds (United Arab Emirates), | Emirate of Dubai Government International Bonds (United Arab Emirates), | Emirate of Dubai Government International Bonds (United Arab Emirates), | Emirate of Dubai Government International Bonds (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/09/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202577 |
| Estonia Government International Bond (Estonia), | Estonia Government International Bond (Estonia), | Estonia Government International Bond (Estonia), | Estonia Government International Bond (Estonia), | Estonia Government International Bond (Estonia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306490 |
| European Union (Supranational Bank), | European Union (Supranational Bank), | European Union (Supranational Bank), | European Union (Supranational Bank), | European Union (Supranational Bank), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series UFA | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series UFA | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series UFA | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series UFA | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series UFA |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/04/34 | EUR | &nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3115410 |
| Export-Import Bank of India (India), | Export-Import Bank of India (India), | Export-Import Bank of India (India), | Export-Import Bank of India (India), | Export-Import Bank of India (India), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515160 |
| French Republic Government Bond OAT (France), | French Republic Government Bond OAT (France), | French Republic Government Bond OAT (France), | French Republic Government Bond OAT (France), | French Republic Government Bond OAT (France), |
| &nbsp;&nbsp;&nbsp;Bonds, 144A | &nbsp;&nbsp;&nbsp;Bonds, 144A | &nbsp;&nbsp;&nbsp;Bonds, 144A | &nbsp;&nbsp;&nbsp;Bonds, 144A | &nbsp;&nbsp;&nbsp;Bonds, 144A |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509655 |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385483 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/25/49 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622428 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/55 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459239 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Gabon Blue Bond Master Trust 2 (Gabon), | Gabon Blue Bond Master Trust 2 (Gabon), | Gabon Blue Bond Master Trust 2 (Gabon), | Gabon Blue Bond Master Trust 2 (Gabon), | Gabon Blue Bond Master Trust 2 (Gabon), |
| &nbsp;&nbsp;&nbsp;Insured Notes | &nbsp;&nbsp;&nbsp;Insured Notes | &nbsp;&nbsp;&nbsp;Insured Notes | &nbsp;&nbsp;&nbsp;Insured Notes | &nbsp;&nbsp;&nbsp;Insured Notes |
| &nbsp;&nbsp;&nbsp;6.097% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2983830 |
| Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), | Ghana Government International Bond (Ghana), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.000%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/03/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 |
| Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), | Hellenic Republic Government Bond (Greece), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9373815 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143005 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/54 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822559 |
| Hellenic Republic Government International Bond (Greece), | Hellenic Republic Government International Bond (Greece), | Hellenic Republic Government International Bond (Greece), | Hellenic Republic Government International Bond (Greece), | Hellenic Republic Government International Bond (Greece), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154051 |
| Hong Kong Government International Bond (Hong Kong), | Hong Kong Government International Bond (Hong Kong), | Hong Kong Government International Bond (Hong Kong), | Hong Kong Government International Bond (Hong Kong), | Hong Kong Government International Bond (Hong Kong), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/07/33 | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622854 |
| Hungary Government Bond (Hungary), | Hungary Government Bond (Hungary), | Hungary Government Bond (Hungary), | Hungary Government Bond (Hungary), | Hungary Government Bond (Hungary), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 35/A | &nbsp;&nbsp;&nbsp;Bonds, Series 35/A | &nbsp;&nbsp;&nbsp;Bonds, Series 35/A | &nbsp;&nbsp;&nbsp;Bonds, Series 35/A | &nbsp;&nbsp;&nbsp;Bonds, Series 35/A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/24/35 | HUF | &nbsp;&nbsp;2050490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6084573 |
| Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), | Hungary Government International Bond (Hungary), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/26/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194500 |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/22/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204596 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/16/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200395 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206172 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/16/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145378 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285622 |
| Iceland Government International Bond (Iceland), | Iceland Government International Bond (Iceland), | Iceland Government International Bond (Iceland), | Iceland Government International Bond (Iceland), | Iceland Government International Bond (Iceland), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084076 |
| Indonesia Government International Bond (Indonesia), | Indonesia Government International Bond (Indonesia), | Indonesia Government International Bond (Indonesia), | Indonesia Government International Bond (Indonesia), | Indonesia Government International Bond (Indonesia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/12/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021649 |
| &nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301895 |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/35 | CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856777 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3259982 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/14/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4744163 |
| Israel Government International Bond (Israel), | Israel Government International Bond (Israel), | Israel Government International Bond (Israel), | Israel Government International Bond (Israel), | Israel Government International Bond (Israel), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96241 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113665 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280769 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 05Y |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459345 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/12/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607875 |
| Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), | Italy Buoni Poliennali Del Tesoro (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678236 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A |
| &nbsp;&nbsp;&nbsp;0.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5704364 |
| &nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25429687 |

---

A39

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$34866 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1777875 |
| &nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205758 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A |
| &nbsp;&nbsp;&nbsp;0.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774212 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10912500 |
| &nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72915 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A |
| &nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11142837 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 5Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 5Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 5Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 5Y |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104364 |
| &nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542507 |
| Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), | Ivory Coast Government International Bond (Ivory Coast), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938550 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/22/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2533760 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/25/41(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560875 |
| Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 | &nbsp;&nbsp;&nbsp;Bonds, Series 85 |
| &nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;288600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1378345 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 |
| &nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/55 | &nbsp;&nbsp;1246300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6084373 |
| Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/43 | &nbsp;&nbsp;1248450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6140569 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 | &nbsp;&nbsp;&nbsp;Bonds, Series 194 |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579476 |
| Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174206 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/09/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889854 |
| Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688768 |
| Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589331 |
| Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748397 |
| Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454235 |
| Mexican Bonos (Mexico), | Mexican Bonos (Mexico), | Mexican Bonos (Mexico), | Mexican Bonos (Mexico), |
| &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;112500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728882 |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;145760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7740537 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;110500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5635836 |
| Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2690534 |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659675 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437861 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/34 | EUR | &nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1380651 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859077 |
| Morocco Government International Bond (Morocco), | Morocco Government International Bond (Morocco), | Morocco Government International Bond (Morocco), | Morocco Government International Bond (Morocco), | Morocco Government International Bond (Morocco), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/27 |  | &nbsp;&nbsp;9700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9313455 |
| New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/35 | AUD | &nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298635 |
| Oman Government International Bond (Oman), | Oman Government International Bond (Oman), | Oman Government International Bond (Oman), | Oman Government International Bond (Oman), | Oman Government International Bond (Oman), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/28/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924201 |
| Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), | Panama Government International Bond (Panama), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187200 |
| &nbsp;&nbsp;&nbsp;5.662% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/23/38(a) |  | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791475 |
| Paraguay Government International Bond (Paraguay), | Paraguay Government International Bond (Paraguay), | Paraguay Government International Bond (Paraguay), | Paraguay Government International Bond (Paraguay), | Paraguay Government International Bond (Paraguay), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.739% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/29/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175800 |
| Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/11/33 | EUR | &nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539417 |
| Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/29 | EUR | &nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629763 |
| &nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/33 | EUR | &nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109261 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019460 |
| Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), | Platinum for Belize Blue Investment Co. LLC (Belize), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.470%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/40 |  | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887400 |
| Province of Alberta (Canada), | Province of Alberta (Canada), | Province of Alberta (Canada), | Province of Alberta (Canada), | Province of Alberta (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276246 |
| Province of British Columbia (Canada), | Province of British Columbia (Canada), | Province of British Columbia (Canada), | Province of British Columbia (Canada), | Province of British Columbia (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/18/52 | CAD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501828 |
| Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/50 | CAD | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834060 |
| Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/45 | CAD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602379 |
| Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/45 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61922 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/48 | CAD | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886933 |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;4.611%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | CAD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386199 |
| Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/02/48 | CAD | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580016 |
| Queensland Treasury Corp. (Australia), | Queensland Treasury Corp. (Australia), | Queensland Treasury Corp. (Australia), | Queensland Treasury Corp. (Australia), | Queensland Treasury Corp. (Australia), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/22/33 | AUD | &nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631668 |
| Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.088% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/43 | EUR | &nbsp;&nbsp;1279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341604 |

---

A40

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Republic of Italy Government International Bond (Italy), | Republic of Italy Government International Bond (Italy), | Republic of Italy Government International Bond (Italy), | Republic of Italy Government International Bond (Italy), | Republic of Italy Government International Bond (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/34 | EUR | &nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2015463 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/04/28 | GBP | &nbsp;&nbsp;&nbsp;1436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1941288 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382671 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/17/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525815 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/06/51 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729092 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, MTN |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594749 |
| Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), | Republic of Poland Government Bond (Poland), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 | &nbsp;&nbsp;&nbsp;Bonds, Series 1035 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/35 | PLN | &nbsp;&nbsp;16599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4186975 |
| Republic of Poland Government International Bond (Poland), | Republic of Poland Government International Bond (Poland), | Republic of Poland Government International Bond (Poland), | Republic of Poland Government International Bond (Poland), | Republic of Poland Government International Bond (Poland), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/14/33 | EUR | &nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424103 |
| Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), | Republic of South Africa Government Bond (South Africa), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 | &nbsp;&nbsp;&nbsp;Bonds, Series 2030 |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/30 | ZAR | &nbsp;&nbsp;51505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010217 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 | &nbsp;&nbsp;&nbsp;Bonds, Series 2040 |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/40 | ZAR | &nbsp;&nbsp;26250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459106 |
| Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/49 |  | &nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046250 |
| Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/34 |  | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994000 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.624% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38615 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/18/28 | EUR | &nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726681 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43965 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/13/30 | EUR | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035660 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43965 |
| Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/09/39 | EUR | &nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1019557 |
| Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/30 |  | &nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4136064 |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/27 | EUR | &nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2144192 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/33 |  | &nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365817 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895840 |
| SFIL SA (France), | SFIL SA (France), | SFIL SA (France), | SFIL SA (France), | SFIL SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/31 | EUR | &nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603619 |
| Slovakia Government Bond (Slovakia), | Slovakia Government Bond (Slovakia), | Slovakia Government Bond (Slovakia), | Slovakia Government Bond (Slovakia), | Slovakia Government Bond (Slovakia), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 245 | &nbsp;&nbsp;&nbsp;Bonds, Series 245 | &nbsp;&nbsp;&nbsp;Bonds, Series 245 | &nbsp;&nbsp;&nbsp;Bonds, Series 245 | &nbsp;&nbsp;&nbsp;Bonds, Series 245 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/23/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464945 |
| Slovenia Government Bond (Slovenia), | Slovenia Government Bond (Slovenia), | Slovenia Government Bond (Slovenia), | Slovenia Government Bond (Slovenia), | Slovenia Government Bond (Slovenia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS76 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS76 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS76 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS76 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS76 |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/07/45 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54147 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series RS91 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/11/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355821 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** | **Sovereign Bonds(continued)** |
| Slovenia Government International Bond (Slovenia), | Slovenia Government International Bond (Slovenia), | Slovenia Government International Bond (Slovenia), | Slovenia Government International Bond (Slovenia), | Slovenia Government International Bond (Slovenia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/33 |  | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1449994 |
| Spain Government Bond (Spain), | Spain Government Bond (Spain), | Spain Government Bond (Spain), | Spain Government Bond (Spain), | Spain Government Bond (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/50 | EUR | &nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848337 |
| &nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360680 |
| &nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/52 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449855 |
| &nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/34 | EUR | &nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229847 |
| &nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/30/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399268 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/54 | EUR | &nbsp;&nbsp;&nbsp;3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4461744 |
| Spain Government International Bond (Spain), | Spain Government International Bond (Spain), | Spain Government International Bond (Spain), | Spain Government International Bond (Spain), | Spain Government International Bond (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/06/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133365 |
| Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), | Suriname Government International Bond (Suriname), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450824 |
| Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/19/31 | GBP | &nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540670 |
| Treasury Corp. of Victoria (Australia), | Treasury Corp. of Victoria (Australia), | Treasury Corp. of Victoria (Australia), | Treasury Corp. of Victoria (Australia), | Treasury Corp. of Victoria (Australia), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/33 | AUD | &nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348273 |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/20/34 | AUD | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534123 |
| United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), | United Kingdom Gilt (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds | &nbsp;&nbsp;&nbsp;Bonds |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/07/31 | GBP | &nbsp;&nbsp;31625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41216735 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/07/46 | GBP | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6735827 |
| **Total Sovereign Bonds<br>(cost $407,067,927)<br>** | **Total Sovereign Bonds<br>(cost $407,067,927)<br>** | **Total Sovereign Bonds<br>(cost $407,067,927)<br>** | **Total Sovereign Bonds<br>(cost $407,067,927)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398021020 |
| **U.S. Government Agency Obligations — 0.3%** | **U.S. Government Agency Obligations — 0.3%** | **U.S. Government Agency Obligations — 0.3%** | **U.S. Government Agency Obligations — 0.3%** | **U.S. Government Agency Obligations — 0.3%** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/51 |  | &nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972144 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1676 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405388 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/55 |  | &nbsp;&nbsp;&nbsp;1286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273157 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/52 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331316 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/55 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986446 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/55 |  | &nbsp;&nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542279 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |

---

A41

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$987 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 | &nbsp;&nbsp;3201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3287710 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654865 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200890 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;03/15/31 | &nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2094231 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.750% (Cap 9.436%, Floor 1.750%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.750% (Cap 9.436%, Floor 1.750%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.750% (Cap 9.436%, Floor 1.750%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.750% (Cap 9.436%, Floor 1.750%) |
| &nbsp;&nbsp;&nbsp;6.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;02/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.815% (Cap 10.714%, Floor 1.815%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.815% (Cap 10.714%, Floor 1.815%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.815% (Cap 10.714%, Floor 1.815%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.815% (Cap 10.714%, Floor 1.815%) |
| &nbsp;&nbsp;&nbsp;6.146%(c) | &nbsp;&nbsp;&nbsp;&nbsp;01/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 |
| Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.848% (Cap 10.048%, Floor 1.848%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.848% (Cap 10.048%, Floor 1.848%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.848% (Cap 10.048%, Floor 1.848%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.848% (Cap 10.048%, Floor 1.848%) |
| &nbsp;&nbsp;&nbsp;6.384%(c) | &nbsp;&nbsp;&nbsp;&nbsp;03/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
| Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.911% (Cap 11.166%, Floor 1.911%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.911% (Cap 11.166%, Floor 1.911%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.911% (Cap 11.166%, Floor 1.911%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.911% (Cap 11.166%, Floor 1.911%) |
| &nbsp;&nbsp;&nbsp;6.219%(c) | &nbsp;&nbsp;&nbsp;&nbsp;12/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.934% (Cap 10.452%, Floor 1.934%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.934% (Cap 10.452%, Floor 1.934%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.934% (Cap 10.452%, Floor 1.934%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 1.934% (Cap 10.452%, Floor 1.934%) |
| &nbsp;&nbsp;&nbsp;6.183%(c) | &nbsp;&nbsp;&nbsp;&nbsp;02/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 2.032% (Cap 11.126%, Floor 2.032%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 2.032% (Cap 11.126%, Floor 2.032%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 2.032% (Cap 11.126%, Floor 2.032%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 2.032% (Cap 11.126%, Floor 2.032%) |
| &nbsp;&nbsp;&nbsp;6.398%(c) | &nbsp;&nbsp;&nbsp;&nbsp;11/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 |
| Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 2.069% (Cap 10.955%, Floor 2.069%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 2.069% (Cap 10.955%, Floor 2.069%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 2.069% (Cap 10.955%, Floor 2.069%) | Federal Home Loan Mortgage Corp., 1 Year RFUCCT + 2.069% (Cap 10.955%, Floor 2.069%) |
| &nbsp;&nbsp;&nbsp;6.318%(c) | &nbsp;&nbsp;&nbsp;&nbsp;02/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
| Federal Home Loan Mortgage Corp., 1 Year US Treasury Yield Curve Rate CMT + 2.250% (Cap 11.385%, Floor 2.250%) | Federal Home Loan Mortgage Corp., 1 Year US Treasury Yield Curve Rate CMT + 2.250% (Cap 11.385%, Floor 2.250%) | Federal Home Loan Mortgage Corp., 1 Year US Treasury Yield Curve Rate CMT + 2.250% (Cap 11.385%, Floor 2.250%) | Federal Home Loan Mortgage Corp., 1 Year US Treasury Yield Curve Rate CMT + 2.250% (Cap 11.385%, Floor 2.250%) |
| &nbsp;&nbsp;&nbsp;6.317%(c) | &nbsp;&nbsp;&nbsp;&nbsp;10/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/50 | &nbsp;&nbsp;5328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578119 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/51 | &nbsp;&nbsp;1068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905694 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/51 | &nbsp;&nbsp;5492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713340 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605971 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1688 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108560 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849187 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/52 | &nbsp;&nbsp;5114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714604 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75425 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/53 | &nbsp;&nbsp;2832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806804 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/53 | &nbsp;&nbsp;2971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2944419 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/54 | &nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137236 |
| &nbsp;&nbsp;&nbsp;5.309% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19413 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1263 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1413 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/53 | &nbsp;&nbsp;3666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3693411 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/55 | &nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444131 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1515 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13576 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58966 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1068 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21260 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589022 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566466 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/54 | &nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963584 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21966 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950007 |
| &nbsp;&nbsp;&nbsp;6.788% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4176 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Federal National Mortgage Assoc., 1 Year RFUCCT + 1.340% (Cap 11.165%, Floor 1.340%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.340% (Cap 11.165%, Floor 1.340%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.340% (Cap 11.165%, Floor 1.340%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.340% (Cap 11.165%, Floor 1.340%) |
| &nbsp;&nbsp;&nbsp;5.590%(c) | &nbsp;&nbsp;&nbsp;&nbsp;12/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 |
| Federal National Mortgage Assoc., 1 Year RFUCCT + 1.523% (Cap 9.847%, Floor 1.523%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.523% (Cap 9.847%, Floor 1.523%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.523% (Cap 9.847%, Floor 1.523%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.523% (Cap 9.847%, Floor 1.523%) |
| &nbsp;&nbsp;&nbsp;6.097%(c) | &nbsp;&nbsp;&nbsp;&nbsp;07/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| Federal National Mortgage Assoc., 1 Year RFUCCT + 1.655% (Cap 11.030%, Floor 1.655%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.655% (Cap 11.030%, Floor 1.655%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.655% (Cap 11.030%, Floor 1.655%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.655% (Cap 11.030%, Floor 1.655%) |
| &nbsp;&nbsp;&nbsp;6.280%(c) | &nbsp;&nbsp;&nbsp;&nbsp;08/01/37 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 |
| Federal National Mortgage Assoc., 1 Year RFUCCT + 1.857% (Cap 11.111%, Floor 1.857%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.857% (Cap 11.111%, Floor 1.857%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.857% (Cap 11.111%, Floor 1.857%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.857% (Cap 11.111%, Floor 1.857%) |
| &nbsp;&nbsp;&nbsp;6.453%(c) | &nbsp;&nbsp;&nbsp;&nbsp;08/01/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 |
| Federal National Mortgage Assoc., 1 Year RFUCCT + 1.892% (Cap 10.392%, Floor 1.892%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.892% (Cap 10.392%, Floor 1.892%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.892% (Cap 10.392%, Floor 1.892%) | Federal National Mortgage Assoc., 1 Year RFUCCT + 1.892% (Cap 10.392%, Floor 1.892%) |
| &nbsp;&nbsp;&nbsp;6.392%(c) | &nbsp;&nbsp;&nbsp;&nbsp;12/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| Government National Mortgage Assoc. | Government National Mortgage Assoc. | Government National Mortgage Assoc. | Government National Mortgage Assoc. |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244176 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144250 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15269 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863126 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;01/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106766 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/51 | &nbsp;&nbsp;3077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750405 |

---

A42

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** | **U.S. Government Agency Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$117861 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80443 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672989 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11063 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/20/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12707 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50636 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/20/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142766 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/20/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96619 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/20/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133230 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316160 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9829 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/20/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114612 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/20/42 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/43 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/44 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;01/20/45 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/20/46 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/39 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/20/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44957 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—(r) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;03/20/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/20/48 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes | Tennessee Valley Authority, Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;06/07/32 | GBP | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748624 |
| U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes | U.S. International Development Finance Corp., U.S. Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515133 |
| **Total U.S. Government Agency Obligations<br>(cost $55,958,904)<br>** | **Total U.S. Government Agency Obligations<br>(cost $55,958,904)<br>** | **Total U.S. Government Agency Obligations<br>(cost $55,958,904)<br>** | **Total U.S. Government Agency Obligations<br>(cost $55,958,904)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55803547 |
| **U.S. Treasury Obligations — 3.7%** | **U.S. Treasury Obligations — 3.7%** | **U.S. Treasury Obligations — 3.7%** | **U.S. Treasury Obligations — 3.7%** | **U.S. Treasury Obligations — 3.7%** |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/50 |  | &nbsp;&nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543338 |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/51(h) |  | &nbsp;&nbsp;25710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14273067 |
| &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567772 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/42 |  | &nbsp;&nbsp;20445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14899294 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/51(k) |  | &nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6567422 |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/49 |  | &nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4192688 |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/52 |  | &nbsp;&nbsp;15550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10782953 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/42 |  | &nbsp;&nbsp;14860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12412744 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/48 |  | &nbsp;&nbsp;&nbsp;5040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949313 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;45214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40918670 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44(h) | &nbsp;&nbsp;135070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122512711 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715785 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100732 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/44 | &nbsp;&nbsp;&nbsp;13015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12443560 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/44 | &nbsp;&nbsp;&nbsp;41295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40049698 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44(h)(k) | &nbsp;&nbsp;&nbsp;39340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38061450 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;20162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19916276 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;8815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8662115 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;4730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605098 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400927 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739547 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/45(h) | &nbsp;&nbsp;&nbsp;26815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27166947 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;06/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3928 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156126 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;02/29/28 | &nbsp;&nbsp;&nbsp;39376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39069913 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269631 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;9661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9610808 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | &nbsp;&nbsp;&nbsp;12295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11832016 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/30 | &nbsp;&nbsp;&nbsp;18182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17947623 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464929 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/28(k) | &nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8712730 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/32 | &nbsp;&nbsp;&nbsp;19580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19173103 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;05/31/27 | &nbsp;&nbsp;&nbsp;22415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22429009 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4676791 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/34(h) | &nbsp;&nbsp;&nbsp;32870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32032842 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/31/30 | &nbsp;&nbsp;&nbsp;19445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19513361 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/30/32 | &nbsp;&nbsp;&nbsp;16575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16502484 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776161 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429206 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;05/31/32 | &nbsp;&nbsp;&nbsp;12990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13025520 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/26(h) | &nbsp;&nbsp;&nbsp;71605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71837157 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;&nbsp;26530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26459530 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5263416 |
| U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon |
| &nbsp;&nbsp;&nbsp;2.262%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/41(k) | &nbsp;&nbsp;&nbsp;11760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5489952 |
| &nbsp;&nbsp;&nbsp;3.878%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/41(h)(k) | &nbsp;&nbsp;&nbsp;36275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17187755 |
| &nbsp;&nbsp;&nbsp;4.500%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574319 |
| &nbsp;&nbsp;&nbsp;4.616%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/44(h)(k) | &nbsp;&nbsp;&nbsp;26985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10703888 |
| &nbsp;&nbsp;&nbsp;4.795%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/42(h)(k) | &nbsp;&nbsp;&nbsp;29250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12660309 |
| &nbsp;&nbsp;&nbsp;4.870%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685405 |
| &nbsp;&nbsp;&nbsp;4.918%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/43 | &nbsp;&nbsp;&nbsp;11245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726068 |
| &nbsp;&nbsp;&nbsp;4.920%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450331 |
| &nbsp;&nbsp;&nbsp;4.928%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166005 |
| &nbsp;&nbsp;&nbsp;4.967%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617187 |
| &nbsp;&nbsp;&nbsp;5.007%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605766 |
| &nbsp;&nbsp;&nbsp;5.021%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/39(k) | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593022 |
| &nbsp;&nbsp;&nbsp;5.040%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/39(k) | &nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583993 |
| &nbsp;&nbsp;&nbsp;5.046%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43(k) | &nbsp;&nbsp;&nbsp;&nbsp;5950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427628 |
| &nbsp;&nbsp;&nbsp;5.056%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572784 |
| &nbsp;&nbsp;&nbsp;5.069%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564021 |
| &nbsp;&nbsp;&nbsp;5.095%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555538 |
| &nbsp;&nbsp;&nbsp;5.104%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544734 |
| &nbsp;&nbsp;&nbsp;5.155%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/42(k) | &nbsp;&nbsp;&nbsp;26255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11897919 |
| &nbsp;&nbsp;&nbsp;5.158%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512764 |
| &nbsp;&nbsp;&nbsp;5.183%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497962 |

---

A43

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** | **U.S. Treasury Obligations(continued)** |
| &nbsp;&nbsp;&nbsp;5.192%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/42 | &nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$487543 |
| &nbsp;&nbsp;&nbsp;5.208%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/43 | &nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473526 |
| &nbsp;&nbsp;&nbsp;5.220%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024427 |
| &nbsp;&nbsp;&nbsp;5.228%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/43(h)(k) | &nbsp;&nbsp;28610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11837792 |
| &nbsp;&nbsp;&nbsp;5.239%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/44 | &nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448155 |
| &nbsp;&nbsp;&nbsp;5.239%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435593 |
| &nbsp;&nbsp;&nbsp;5.245%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/45 | &nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679796 |
| &nbsp;&nbsp;&nbsp;5.246%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429736 |
| **Total U.S. Treasury Obligations<br>(cost $823,909,258)<br>** | **Total U.S. Treasury Obligations<br>(cost $823,909,258)<br>** | **Total U.S. Treasury Obligations<br>(cost $823,909,258)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804102309 |

---

---

| | |
|:---|:---|
| **Options Purchased\*~ — 0.0%** | **Options Purchased\*~ — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $56,177) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158573 |
| **Total Long-Term Investments, BEFORE LONG-TERM OPTIONS WRITTEN—90.9%<br>(cost $17,728,182,491)<br>** | 19524321393 |
| **Options Written\*~ — (0.0)%** | **Options Written\*~ — (0.0)%** |
| &nbsp;&nbsp;&nbsp;(premiums received $0) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109667) |
| **TOTAL LONG-TERM INVESTMENTS, NET OF LONG-TERM OPTIONS WRITTEN—90.9%<br>(cost $17,728,182,491)<br>** | 19524211726 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** |  |
| **Short-Term Investments — 9.9%** | **Short-Term Investments — 9.9%** | **Short-Term Investments — 9.9%** |
| **Affiliated Mutual Funds — 9.3%** | **Affiliated Mutual Funds — 9.3%** | **Affiliated Mutual Funds — 9.3%** |
| &nbsp;&nbsp;&nbsp;PGIM Core Ultra Short Bond Fund(wa) | 1736200065 | 1736200065 |
| &nbsp;&nbsp;&nbsp;PGIM Institutional Money Market Fund (7-day effective yield 3.829%)<br>(cost $264,188,193; includes $263,261,324 of cash collateral for securities on loan)(b)(wa) | &nbsp;&nbsp;&nbsp;264395199 | &nbsp;&nbsp;&nbsp;264210122 |
| **Total Affiliated Mutual Funds<br>(cost $2,000,388,258)<br>** | **Total Affiliated Mutual Funds<br>(cost $2,000,388,258)<br>** | 2000410187 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |  |
| **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** | **U.S. Treasury Obligations(n) — 0.6%** |  |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |  |
| &nbsp;&nbsp;&nbsp;2.233% | &nbsp;&nbsp;&nbsp;&nbsp;06/23/26 | &nbsp;&nbsp;&nbsp;21205 | &nbsp;&nbsp;&nbsp;21030385 |  |
| &nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;07/16/26(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771774 |  |
| &nbsp;&nbsp;&nbsp;3.608% | &nbsp;&nbsp;&nbsp;&nbsp;06/16/26(k) | &nbsp;&nbsp;110000 | 109163274 |  |
| &nbsp;&nbsp;&nbsp;3.623% | &nbsp;&nbsp;&nbsp;&nbsp;04/23/26(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169623 |  |
| **Total U.S. Treasury Obligations<br>(cost $131,141,829)<br>** | **Total U.S. Treasury Obligations<br>(cost $131,141,829)<br>** | **Total U.S. Treasury Obligations<br>(cost $131,141,829)<br>** |  | 131135056.0 |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Value** |
| **Options Purchased\*~ — 0.0%** | **Options Purchased\*~ — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $2,010,657) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2110912 |
| **Total Short-Term Investments<br>(cost $2,133,540,744)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133656155 |
| **TOTAL INVESTMENTS, BEFORE SHORT-TERM OPTIONS WRITTEN—100.8%<br>(cost $19,861,723,235)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;21657867881 |

---

---

| | |
|:---|:---|
| **Options Written\*~ — (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;(premiums received $2,266,008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3207588) |
| **TOTAL INVESTMENTS, NET OF SHORT-TERM OPTIONS WRITTEN—100.8%<br>(cost $19,859,457,227)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;21654660293 |
| **Liabilities in excess of other assets(z) — (0.8)%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(171158726) |
| **Net Assets — 100.0%<br>** | $21483501567 |

---

---

| | |
|:---|:---|
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: | Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | New Taiwanese Dollar |
| USD | US Dollar |
| ZAR | South African Rand |

---

144A Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. <br> A Annual payment frequency for swaps <br> ADR American Depositary Receipt

A44

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | |
|:---|:---|
| BABs | Build America Bonds |
| BARC | Barclays Bank PLC |
| BBR | New Zealand Bank Bill Rate |
| BBSW | Australian Bank Bill Swap Reference Rate |
| BNP | BNP Paribas S.A. |
| BNY | Bank of New York Mellon |
| BOA | Bank of America, N.A. |
| BROIS | Brazil Overnight Index Swap |
| BTP | Buoni del Tesoro Poliennali |
| BUBOR | Budapest Interbank Offered Rate |
| CDX | Credit Derivative Index |
| CIBOR | Copenhagen Interbank Offered Rate |
| CITI | Citibank, N.A. |
| CLO | Collateralized Loan Obligation |
| CLOIS | Sinacofi Chile Interbank Rate Average |
| CMBX | Commercial Mortgage-Backed Index |
| CMS | Constant Maturity Swap |
| CMT | Constant Maturity Treasury |
| CORRA | Canadian Overnight Repo Rate Average |
| CVA | Certificate Van Aandelen (Bearer) |
| DAC | Designated Activity Company |
| DB | Deutsche Bank AG |
| EAFE | Europe, Australasia, Far East |
| EMTN | Euro Medium Term Note |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| EuroSTR | Euro Short-Term Rate |
| FHLMC | Federal Home Loan Mortgage Corporation |
| GMTN | Global Medium Term Note |
| GSI | Goldman Sachs International |
| HSBC | HSBC Bank PLC |
| IO | Interest Only (Principal amount represents notional) |
| JPM | JPMorgan Chase Bank N.A. |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| KWCDC | Korean Won Certificate of Deposit |
| LP | Limited Partnership |
| M | Monthly payment frequency for swaps |
| ML | Merrill Lynch International |
| MPLE | Maple Bonds |
| MSCI | Morgan Stanley Capital International |
| MSI | Morgan Stanley & Co. International PLC |
| MTN | Medium Term Note |
| N/A | Not Applicable |
| NIBOR | Norwegian Interbank Offered Rate |
| NYSE | New York Stock Exchange |
| OAT | Obligations Assimilables du Tresor |
| OTC | Over-the-counter |
| PIK | Payment-in-Kind |
| PJSC | Public Joint-Stock Company |
| PRFC | Preference Shares |
| PRIBOR | Prague Interbank Offered Rate |
| Q | Quarterly payment frequency for swaps |
| RBC | Royal Bank of Canada |
| REITs | Real Estate Investment Trust |
| REMIC | Real Estate Mortgage Investment Conduit |
| RFUCCT | Refinitiv USD IBOR Consumer Cash Fallbacks Term |
| S | Semiannual payment frequency for swaps |
| S&P | Standard & Poor's |
| SARON | Swiss Average Rate Overnight |
| SCB | Standard Chartered Bank |
| SHIR | Shekel Overnight Interest Rate |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |

---

---

| | |
|:---|:---|
| SORA | Singapore Overnight Rate Average |
| SPDR | Standard & Poor's Depositary Receipts |
| SSB | State Street Bank & Trust Company |
| STIBOR | Stockholm Interbank Offered Rate |
| STRIPs | Separate Trading of Registered Interest and Principal of Securities |
| T | Swap payment upon termination |
| TAIBOR | Taiwan Interbank Offered Rate |
| TASE | Tel Aviv Stock Exchange |
| TD | The Toronto-Dominion Bank |
| THOR | Thai Overnight Repurchase Rate |
| TONAR | Tokyo Overnight Average Rate |
| TSX | Toronto Stock Exchange |
| UAG | UBS AG |
| USOIS | United States Overnight Index Swap |
| UTS | Unit Trust Security |
| WBC | Westpac Banking Corp. |
| WIBOR | Warsaw Interbank Offered Rate |
| XAMS | Amsterdam Stock Exchange |
| XLON | London Stock Exchange |
| XNGS | NASDAQ Global Select Exchange |
| XTKS | Tokyo Stock Exchange |

---

---

| | |
|:---|:---|
| \* | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $0 and 0.0% of net assets. |
| (a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $261,086,122; cash collateral of $263,261,324 (included in liabilities) was received with which the Portfolio purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Portfolio may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
| (b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at March 31, 2026. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of March 31, 2026. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (n) | Rate shown reflects yield to maturity at purchased date. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (r) | Principal or notional amount is less than $500 par. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (wa) | Represents investments in Funds affiliated with the Manager. |

---

A45

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

(x) The following represents restricted securities that are acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer and is considered
restricted as to disposition under federal securities law.

(x) Restricted Securities:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Issuer** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Original<br> Cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value** | &nbsp;&nbsp;&nbsp;&nbsp;**Percentage<br> of<br> Net Assets** |
| Diamond Sports Group LLC\* | &nbsp;&nbsp;&nbsp;&nbsp;01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;$70103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5034 | &nbsp;&nbsp;&nbsp;&nbsp;0.0% |
| Diamond Sports Group LLC, expiring 06/30/26\* | &nbsp;&nbsp;&nbsp;&nbsp;01/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Digicel International Finance Ltd./DIFL US LLC (Jamaica), Sr. Sec'd. Notes, 144A, 8.625%, 08/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;07/30/25-08/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407949 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Invitation Homes Operating Partnership LP, Gtd. Notes, 2.000%, 08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;10/15/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231433 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Invitation Homes Operating Partnership LP, Gtd. Notes, 4.875%, 02/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;09/23/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639631 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| Invitation Homes Operating Partnership LP, Gtd. Notes, 5.450%, 08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;01/24/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325612 | &nbsp;&nbsp;&nbsp;&nbsp;0.0 |
| &nbsp;&nbsp;&nbsp;**Total** |  | &nbsp;&nbsp;&nbsp;&nbsp;$1684698 | &nbsp;&nbsp;&nbsp;&nbsp;$1609659 | &nbsp;&nbsp;&nbsp;&nbsp;0.0% |

---

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

#### Options Purchased:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 2-Year 30 CMS Curve CAP | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;4102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| 2-Year 30 CMS Curve CAP | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;23952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2-Year 30 CMS Curve CAP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;8205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2-Year 30 CMS Curve CAP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.30% |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;47905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option EUR vs HUF | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;500.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Currency Option EUR vs USD | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.25 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| Currency Option USD vs CNH | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.85 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;13669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91735 |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;4700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;4500.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98203 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51671 |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;110.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;1700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1750.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;11757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| Currency Option USD vs PLN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.76 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87202 |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;04/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586 |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;3300.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;3200.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;10056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| Currency Option USD vs CZK | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| Currency Option USD vs HUF | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;260.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |

---

A46

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Currency Option USD vs KRW | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1455.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;11757 | &nbsp;&nbsp;$20564 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| Currency Option USD vs THB | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BARC | &nbsp;&nbsp;04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54357 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BOA | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5288 | &nbsp;&nbsp;&nbsp;&nbsp;245092 |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5288 | &nbsp;&nbsp;&nbsp;&nbsp;245092 |
| **Total OTC Traded (cost $1,419,721)** | **Total OTC Traded (cost $1,419,721)** | **Total OTC Traded (cost $1,419,721)** |  |  |  |  |  |  | &nbsp;&nbsp;$898143 |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 02/07/29 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;2.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;$82067 |
| 1-Year Interest Rate Swap, 02/07/29 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;2.24% | &nbsp;&nbsp;2.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15540 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.29% | &nbsp;&nbsp;3.29%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;10458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52984 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.29% | &nbsp;&nbsp;3.29%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;1989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10077 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;2.80%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;39740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120288 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;2.80% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;2.80%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23504 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;10.29% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;10.29%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;39740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;10.29% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;10.29%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;7765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;3.82% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;3.82%(T) |  | &nbsp;&nbsp;58640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162735 |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;11.07% | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% | &nbsp;&nbsp;11.07%(T) |  | &nbsp;&nbsp;58640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.61% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.61%(A) |  | &nbsp;&nbsp;11390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60832 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;7.22% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;7.22%(A) |  | &nbsp;&nbsp;11390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;63625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647927 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.21% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.21%(A) |  | &nbsp;&nbsp;11545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117569 |

---

A47

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;8.19% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;8.19%(A) | &nbsp;&nbsp;63625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$570 |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;8.19% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;8.19%(A) | &nbsp;&nbsp;11545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.89% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.89%(A) | &nbsp;&nbsp;10458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64373 |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.89% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.89%(A) | &nbsp;&nbsp;&nbsp;&nbsp;1989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12243 |
| **Total OTC Swaptions (cost $647,113)** | **Total OTC Swaptions (cost $647,113)** | **Total OTC Swaptions (cost $647,113)** | **Total OTC Swaptions (cost $647,113)** | **Total OTC Swaptions (cost $647,113)** | **Total OTC Swaptions (cost $647,113)** | **Total OTC Swaptions (cost $647,113)** |  | $1371342 |
| **Total Options Purchased (cost $2,066,834)** | **Total Options Purchased (cost $2,066,834)** | **Total Options Purchased (cost $2,066,834)** | **Total Options Purchased (cost $2,066,834)** | **Total Options Purchased (cost $2,066,834)** | **Total Options Purchased (cost $2,066,834)** | **Total Options Purchased (cost $2,066,834)** |  | $2269485 |

---

#### Options Written:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Currency Option EUR vs HUF | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;400.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2989 | &nbsp;&nbsp;&nbsp;&nbsp;$(22290) |
| Currency Option EUR vs USD | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.17 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;5978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18963) |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.29 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12460) |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;3800.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2672) |
| Currency Option USD vs COP | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;3800.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18307) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59029) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20248) |
| Currency Option USD vs INR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18939) |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | DB | &nbsp;&nbsp;04/09/26 | &nbsp;&nbsp;1480.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(151470) |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;1470.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;11757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(344291) |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.85 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54247) |
| Currency Option USD vs MXN | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27444) |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | BOA | &nbsp;&nbsp;04/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35803) |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25859) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.12 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12563) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20419) |
| Currency Option USD vs BRL | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61259) |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;3700.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43234) |
| Currency Option USD vs COP | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;3670.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;10056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119906) |
| Currency Option USD vs CZK | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21.40 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49246) |
| Currency Option USD vs HUF | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;320.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75515) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1069) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18613) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44072) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.70 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;6842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27708) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.70 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21739) |
| Currency Option USD vs MXN | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49531) |
| Currency Option USD vs THB | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32.15 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15530) |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | BOA | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23422) |
| Currency Option USD vs TRY | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23422) |
| **Total OTC Traded (premiums received $1,329,361)** | **Total OTC Traded (premiums received $1,329,361)** | **Total OTC Traded (premiums received $1,329,361)** |  |  |  |  |  |  | &nbsp;&nbsp;$(1419270) |

---

A48

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 1-Year Interest Rate Swap, 02/07/29 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;1.74%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;$(39350) |
| 1-Year Interest Rate Swap, 02/07/29 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;02/03/28 | &nbsp;&nbsp;&nbsp;&nbsp;1.74% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;1.74%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7451) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.09% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.09%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;10458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32448) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.09% | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% | &nbsp;&nbsp;3.09%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6171) |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.24% | &nbsp;&nbsp;3.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;79480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120953) |
| 1-Year Interest Rate Swap, 09/23/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.24% | &nbsp;&nbsp;3.24%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.079% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;15530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23634) |
| 1-Year Interest Rate Swap, 03/23/28 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;03/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;4.27% | &nbsp;&nbsp;4.27%(T) | &nbsp;&nbsp;1 Day SOFR(T)/ 3.680% |  | &nbsp;&nbsp;117280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(175729) |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.86% | &nbsp;&nbsp;3.86%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;11390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38866) |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;4.11% | &nbsp;&nbsp;4.11%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;11390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24000) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;63625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(436560) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.49% | &nbsp;&nbsp;3.49%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;11545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79216) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;63625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(320878) |
| 2-Year Interest Rate Swap, 11/06/28 | &nbsp;&nbsp;&nbsp;Put | BNP | &nbsp;&nbsp;11/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;11545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58224) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;10458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100357) |
| 5-Year Interest Rate Swap, 08/13/31 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;08/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;3.69% | &nbsp;&nbsp;3.69%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 3.680% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19087) |
| CDX.NA.HY.45.V2, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;$105.00 | &nbsp;&nbsp;5.00%(Q) | &nbsp;&nbsp;CDX.NA.HY.45.V2(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;21880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(159228) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | RBC | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) |  | &nbsp;&nbsp;106870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50911) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.75% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) |  | &nbsp;&nbsp;&nbsp;&nbsp;78620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24992) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;05/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) |  | &nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(179930) |
| **Total OTC Swaptions (premiums received $936,647)** | **Total OTC Swaptions (premiums received $936,647)** | **Total OTC Swaptions (premiums received $936,647)** | **Total OTC Swaptions (premiums received $936,647)** | **Total OTC Swaptions (premiums received $936,647)** | **Total OTC Swaptions (premiums received $936,647)** | **Total OTC Swaptions (premiums received $936,647)** |  |  | $(1897985) |
| **Total Options Written (premiums received $2,266,008)** | **Total Options Written (premiums received $2,266,008)** | **Total Options Written (premiums received $2,266,008)** | **Total Options Written (premiums received $2,266,008)** | **Total Options Written (premiums received $2,266,008)** | **Total Options Written (premiums received $2,266,008)** | **Total Options Written (premiums received $2,266,008)** |  |  | $(3317255) |

---

A49

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** | **Futures contracts outstanding at March 31, 2026:** |
| **Number<br> of<br> Contracts** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** | **Long Positions:** |
| 766 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;$158903109 | &nbsp;&nbsp;$(1228061) |
| 146 | &nbsp;&nbsp;5 Year Canadian Government Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11911106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24333) |
| 4 | &nbsp;&nbsp;5 Year Euro-Bobl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| 6151 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;665413273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9334357) |
| 173 | &nbsp;&nbsp;10 Year Canadian Government Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14924686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66868) |
| 238 | &nbsp;&nbsp;10 Year Euro-Bund | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34493823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(859501) |
| 170 | &nbsp;&nbsp;10 Year U.K. Gilt | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19753803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1010423) |
| 3930 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;436414238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7414279) |
| 2079 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;235998995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4694514) |
| 1139 | &nbsp;&nbsp;20 Year U.S. Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;129703625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4155912) |
| 6 | &nbsp;&nbsp;30 Year Euro Buxl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15263) |
| 1034 | &nbsp;&nbsp;30 Year U.S. Ultra Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;120525626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2885879) |
| 500 | &nbsp;&nbsp;10 Year Australian Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37172360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(228931) |
| 320 | &nbsp;&nbsp;Euro Schatz Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39113964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(347779) |
| 1 | &nbsp;&nbsp;Euro-BTP Italian Government Bond | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1202) |
| 119 | &nbsp;&nbsp;Euro-OAT | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16325353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(398884) |
| 112 | &nbsp;&nbsp;10 Year Korean Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7941240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92867) |
| 1303 | &nbsp;&nbsp;Mini MSCI EAFE Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;189006665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2927711) |
| 771 | &nbsp;&nbsp;Russell 2000 E-Mini Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96845310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(298857) |
| 1661 | &nbsp;&nbsp;S&P 500 E-Mini Index | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;545700788 | &nbsp;&nbsp;&nbsp;&nbsp;(12796060) |
| 245 | &nbsp;&nbsp;Short Euro-BTP | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29974947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(224830) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;(49006422) |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 496 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;102892875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615726 |
| 93 | &nbsp;&nbsp;5 Year Euro-Bobl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12408039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188879 |
| 767 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82973822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885162 |
| 127 | &nbsp;&nbsp;10 Year Euro-Bund | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18406368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290176 |
| 281 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31204173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565425 |
| 164 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18616563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333456 |
| 345 | &nbsp;&nbsp;20 Year U.S. Treasury Bonds | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39286875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412603 |
| 80 | &nbsp;&nbsp;30 Year Euro Buxl | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10195522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105413 |
| 91 | &nbsp;&nbsp;British Pound Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7522288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58705 |
| 85 | &nbsp;&nbsp;Canadian Dollar Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6120000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117948 |
| 933 | &nbsp;&nbsp;Euro Currency | &nbsp;&nbsp;Jun. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;135115894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802100 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5375593 |
|  |  |  |  | &nbsp;&nbsp;$(43630829) |

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase Bond<br> Forwards** | **Counterparty** | **Settlement<br> Date** | **Notional<br> Amount<br> (000)#** | **Strike<br> Price** | **Value at<br> Settlement<br> Date** | **Current<br> Value** | **Unrealized<br> Appreciation** | **Unrealized<br> Depreciation** |
| **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** | **OTC Bond Forward Contracts:** |  |  |
| U.S. Treasury Bond | U.S. Treasury Bond |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;4.750%, 11/15/43 | BNP | 07/29/26 | 72635 | $99.35 | &nbsp;&nbsp;$72165020 | &nbsp;&nbsp;$71553537 | $— | &nbsp;&nbsp;&nbsp;$(611483) |
| &nbsp;&nbsp;&nbsp;2.000%, 02/15/50 | CITI | 06/12/26 | 83815 | $59.75 | &nbsp;&nbsp;&nbsp;&nbsp;50082306 | &nbsp;&nbsp;&nbsp;&nbsp;48856518 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1225788) |
|  |  |  |  |  | $122247326 | $120410055 | $— | $(1837271) |

---

A50

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$907176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$885311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(21865) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4162111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103777) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17806) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9774902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9572379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(202523) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12742) |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23906105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23959912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10034572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10133734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/05/26 | &nbsp;&nbsp;RBC | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10051554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10133735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1001) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1012) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2034) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1272) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1873) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3908) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1860) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17510) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(589) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9643) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3681) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5544) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1045) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2685214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(974) |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5457) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1411) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23114) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12863437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12541320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(322117) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(209) |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;3286622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4124721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4121963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2758) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1746155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2935) |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;COP | &nbsp;&nbsp;12734291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;COP | &nbsp;&nbsp;22422544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5871928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5994450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3699492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(120508) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44837) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80030) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125864) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2159153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A51

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;$6619782 | &nbsp;&nbsp;&nbsp;&nbsp;$6641663 | &nbsp;&nbsp;&nbsp;&nbsp;$21881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8003265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8071237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42846391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41935295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(911096) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3696067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80302) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25935450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25190716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(744734) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13081042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12705421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(375621) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8845381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8503991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341390) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109938) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2314258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73768) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3790) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13672916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13760611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13587203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13495684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91519) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1817737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5553) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6532592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59008) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2283225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8777) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1038589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1418) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1045) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4427242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3143286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3172042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3821158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4632256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4614956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17300) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6685) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30527) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2876835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2781437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2756181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25256) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(651) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(425) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4244) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2062822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17822) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4279) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24221) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;1900561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12210617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12021950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(188667) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;1872482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12067743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11844341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(223402) |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6542804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6417633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125171) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;SCB | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(208) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3393748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77252) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6330051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6195022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(135029) |

---

A52

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Purchase<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, | New Taiwanese Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166554 | &nbsp;&nbsp;&nbsp;&nbsp;$5229000 | &nbsp;&nbsp;&nbsp;&nbsp;$5182440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(46560) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9983746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9885373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98373) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3565160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39840) |
| New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3812) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14092608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13880853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211755) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3775) |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37039) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5544000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58836) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4757900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4549282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(208618) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;TD | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80823) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1306188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4550445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66232) |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17172) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18179) |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8932654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8868256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64398) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3297508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;2465685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50180) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;3101242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44685) |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4026) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3594) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15235) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5826567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5745691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80876) |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2503817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34146) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2407) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16008213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15743462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(264751) |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2276056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5073227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5159881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6723405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1830) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6193145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6197069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$498971892 | &nbsp;&nbsp;$493748971 | &nbsp;&nbsp;&nbsp;&nbsp;1063218 | &nbsp;&nbsp;&nbsp;&nbsp;(6286139) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** | **OTC Forward Foreign Currency Exchange Contracts:** |
| Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, | Australian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1257751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1297063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(39312) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9086) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6389) |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4446685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4294) |

---

A53

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Australian Dollar (cont'd.), | Australian Dollar (cont'd.), | Australian Dollar (cont'd.), | Australian Dollar (cont'd.), | Australian Dollar (cont'd.), | Australian Dollar (cont'd.), | Australian Dollar (cont'd.), | Australian Dollar (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3195469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3299075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;$(103606) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6451413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6322300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9194199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8990774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3556938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85938) |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10097635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10201487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(103852) |
| &nbsp;&nbsp;&nbsp;Expiring 04/02/26 | &nbsp;&nbsp;RBC | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10115025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10201488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86463) |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNY | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14463974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14229134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNY | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7056242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6941675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6965314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6922092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1717656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46267652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46164535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9718080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9714646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18683130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18554202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, | Canadian Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5641383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5614103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9346059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9293152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21359687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21007091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;3871893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4182943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, | Chinese Renminbi, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1645614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6397) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33542348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33468650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15101846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15068665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, | Colombian Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;13689000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3720493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210493) |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;13192500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3517999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3585551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67552) |
| &nbsp;&nbsp;&nbsp;Expiring 04/06/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;COP | &nbsp;&nbsp;12928650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3517999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3513840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4985428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

A54

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Czech Koruna (cont'd.), | Czech Koruna (cont'd.), | Czech Koruna (cont'd.), | Czech Koruna (cont'd.), | Czech Koruna (cont'd.), | Czech Koruna (cont'd.), | Czech Koruna (cont'd.), | Czech Koruna (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3516819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$47181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;TD | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24492295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23963902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4170726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12713) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, | Danish Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11077) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7230) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2177) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1095) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46182467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45799890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1848981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6914000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6891821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21477000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20942337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6186600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6208255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21655) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36182) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20056) |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89704308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88644949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39726193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39257048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2848528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104346001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103419108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46210373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45799892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9798332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9609658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104302653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103419107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4298) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6507182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6554177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46995) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214203030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215556273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1353243) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6079331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6074387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(760) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2741578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6063) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12471324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12585393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114069) |
| Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, | Hong Kong Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13175) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;2180931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6393233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6544472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(151239) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, | Israeli Shekel, |
| &nbsp;&nbsp;&nbsp;Expiring 04/15/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, | Japanese Yen, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;2268272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14292787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14332083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39296) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1519) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(368) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;2265678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14625929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14331491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1712) |

---

A55

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Sale<br> Contracts** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Value at<br> Settlement<br> Date** | &nbsp;&nbsp;**Current<br> Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** |
| **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** | **OTC Forward Foreign Currency Exchange Contracts (cont'd.):** |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6480054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6453870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6404187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19097) |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2083667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, | New Zealand Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(271) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6590304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6414619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3421000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3439929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18929) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4434837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4401933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6714341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6675423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28748510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28403014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, | South African Rand, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1732000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4153476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, | South Korean Won, |
| &nbsp;&nbsp;&nbsp;Expiring 05/13/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;2469107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1643281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2279831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2236375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;&nbsp;Expiring 04/22/26 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13542671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13308936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29106330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27858465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 06/17/26 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5247000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5068559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6788623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6820335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31712) |
| &nbsp;&nbsp;&nbsp;Expiring 04/13/26 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5616446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44354) |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 04/28/26 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$1233097516 | &nbsp;&nbsp;$1225050740 | &nbsp;&nbsp;&nbsp;&nbsp;10729637 | &nbsp;&nbsp;&nbsp;&nbsp;(2682861) |
|  |  |  |  |  |  | &nbsp;&nbsp;$11792855 | &nbsp;&nbsp;$(8969000) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** | **Cross currency exchange contracts outstanding at March 31, 2026:** |
| **Settlement** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** | &nbsp;&nbsp;**Counterparty** |
| **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** | **OTC Cross Currency Exchange Contracts:** |
| 04/22/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CZK | &nbsp;&nbsp;120877 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(37013) | &nbsp;&nbsp;BOA |
| 04/22/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;SSB |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;180259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3642) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265 | &nbsp;&nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(392) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3128 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17854) | &nbsp;&nbsp;CITI |

---

A56

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** | **Cross currency exchange contracts outstanding at March 31, 2026 (continued):** |
| **Settlement** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**In Exchange<br> For (000)** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> Depreciation** | &nbsp;&nbsp;**Counterparty** |
| **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** | **OTC Cross Currency Exchange Contracts (cont'd.):** |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(11465) | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17382) | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;MSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;359945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31125) | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;61205 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;120039 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;179373 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;179684 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;MSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;180027 | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;JPY | &nbsp;&nbsp;181185 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;GSI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;178999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20516) | &nbsp;&nbsp;CITI |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;21153 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22598) | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;21339 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36319) | &nbsp;&nbsp;BNP |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;60686 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62715) | &nbsp;&nbsp;BARC |
| 04/28/26 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;91622 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;HSBC |
|  |  |  |  |  |  | &nbsp;&nbsp;$307659 | &nbsp;&nbsp;$(261021) |  |

---

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

---

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

---

A57

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*(cont'd.):** |
| Republic of Turkey | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;$155961 | &nbsp;&nbsp;&nbsp;$291 | &nbsp;&nbsp;&nbsp;$155670 DB |
| Sultanate of Oman | 06/20/31 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(741) DB |
| United Mexican States | 06/20/31 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6758 DB |
|  |  |  |  | $1056372 | $4154 | $1052218 |

---

---

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

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):** |
| China Development Bank | 06/20/29 | 1.000%(Q) |  | 795 | &nbsp;&nbsp;$(14944) | &nbsp;&nbsp;$(5239) | &nbsp;&nbsp;&nbsp;&nbsp;$(9705) | JPM |
| Industrial & Commercial Bank of China Ltd. | 06/20/29 | 1.000%(Q) |  | 795 | &nbsp;&nbsp;&nbsp;&nbsp;(15565) | &nbsp;&nbsp;&nbsp;&nbsp;(4578) | &nbsp;&nbsp;&nbsp;&nbsp;(10987) | JPM |
| Israel Electric Corp. Ltd. | 03/20/32 | 1.000%(Q) |  | 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 | &nbsp;&nbsp;&nbsp;&nbsp;28390 | &nbsp;&nbsp;&nbsp;&nbsp;(26582) | BARC |
| Kingdom of Morocco | 12/20/27 | 1.000%(Q) |  | 9700 | &nbsp;&nbsp;&nbsp;&nbsp;(72319) | &nbsp;&nbsp;&nbsp;(56495) | &nbsp;&nbsp;&nbsp;&nbsp;(15824) | BARC |
| Republic of France | 12/20/30 | 0.250%(Q) |  | 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3735) | &nbsp;&nbsp;&nbsp;&nbsp;(2338) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1397) | BARC |
| Republic of Italy | 12/20/27 | 1.000%(Q) | EUR | 700 | &nbsp;&nbsp;&nbsp;&nbsp;(13138) | &nbsp;&nbsp;&nbsp;&nbsp;(8448) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4690) | BARC |
| Republic of Italy | 12/20/30 | 1.000%(Q) |  | 1245 | &nbsp;&nbsp;&nbsp;&nbsp;(34377) | &nbsp;&nbsp;&nbsp;(44390) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10013 | BARC |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14020 | &nbsp;&nbsp;&nbsp;&nbsp;32687 | &nbsp;&nbsp;&nbsp;&nbsp;(18667) | GSI |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11217 | &nbsp;&nbsp;&nbsp;&nbsp;85148 | &nbsp;&nbsp;&nbsp;&nbsp;(73931) | JPM |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8412 | &nbsp;&nbsp;&nbsp;&nbsp;62498 | &nbsp;&nbsp;&nbsp;&nbsp;(54086) | MSI |
|  |  |  |  |  | $(118621) | $87235 | $(205856) |  |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):** |
| Alphabet, Inc. | 06/20/30 | 1.000%(Q) |  | 1140 | 0.415% | &nbsp;&nbsp;&nbsp;$26495 | &nbsp;&nbsp;&nbsp;$26481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14 | GSI |
| Bank of Nova Scotia | 12/20/26 | 1.000%(Q) |  | 571 | 0.184% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | CITI |
| Barclays Bank PLC | 06/20/26 | 1.000%(Q) | EUR | 705 | 0.307% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | GSI |
| Barclays Bank PLC | 12/20/26 | 1.000%(Q) |  | 237 | 0.386% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32) | GSI |
| Barclays Bank PLC | 12/20/26 | 1.000%(Q) | EUR | 170 | 0.366% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55) | GSI |
| Citigroup, Inc. | 12/20/26 | 1.000%(Q) |  | 3855 | 0.320% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | GSI |
| Comision Federal de Electricidad | 06/20/28 | 1.000%(Q) |  | 255 | 1.641% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3362) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2535) | BARC |
| Deutsche Telekom AG | 06/20/26 | 1.000%(Q) | EUR | 331 | 0.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | JPM |

---

A58

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> March 31,<br> 2026(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** | **OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont'd.):** |
| European Investment Bank | 12/20/26 | —%(Q) |  | 2060 | 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(587) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(741) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$154 | BARC |
| Federative Republic of Brazil | 06/20/26 | 1.000%(Q) |  | 450 | 0.485% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | BARC |
| Federative Republic of Brazil | 06/20/27 | 1.000%(Q) |  | 200 | 0.610% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(101) | BARC |
| HSBC Bank PLC | 12/20/26 | 1.000%(Q) |  | 282 | 0.203% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | MSI |
| Kingdom of Norway | 12/20/26 | —%(Q) |  | 900 | 0.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | BARC |
| Kingdom of Saudi Arabia | 06/20/26 | 1.000%(Q) |  | 235 | 0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | CITI |
| Kingdom of Spain | 06/20/26 | 1.000%(Q) | EUR | 636 | 0.034% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306 | BARC |
| Kingdom of Spain | 06/20/26 | —%(Q) | EUR | 500 | 0.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48) | BARC |
| National Bank of Canada | 12/20/26 | 1.000%(Q) |  | 318 | 0.311% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | CITI |
| Nomura Holdings, Inc. | 06/20/26 | 1.000%(Q) |  | 1474 | 0.249% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | BARC |
| Oracle Corp. | 06/20/30 | 1.000%(Q) |  | 510 | 1.622% | &nbsp;&nbsp;&nbsp;&nbsp;(11851) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9809 | &nbsp;&nbsp;&nbsp;&nbsp;(21660) | GSI |
| People's Republic of China | 06/20/29 | 1.000%(Q) |  | 1590 | 0.442% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12735 | &nbsp;&nbsp;&nbsp;&nbsp;14748 | JPM |
| Petroleos Mexicanos | 06/20/26 | 1.000%(Q) |  | 300 | 1.886% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(491) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(401) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90) | BARC |
| Petroleos Mexicanos | 06/20/26 | 1.000%(T) |  | 215 | 1.886% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(351) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(263) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88) | BARC |
| Republic of Chile | 06/20/28 | 1.000%(Q) |  | 179 | 0.349% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | BARC |
| Republic of Estonia | 12/20/26 | 1.000%(Q) |  | 250 | 0.171% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1233 | JPM |
| Republic of France | 12/20/30 | 0.250%(Q) |  | 830 | 0.310% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2093) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722 | BARC |
| Republic of France | 06/20/34 | 0.250%(Q) |  | 855 | 0.529% | &nbsp;&nbsp;&nbsp;&nbsp;(16624) | &nbsp;&nbsp;&nbsp;&nbsp;(15494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1130) | CITI |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 20000 | 0.555% | &nbsp;&nbsp;&nbsp;(445690) | &nbsp;&nbsp;&nbsp;(527585) | &nbsp;&nbsp;&nbsp;&nbsp;81895 | BOA |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 2655 | 0.555% | &nbsp;&nbsp;&nbsp;&nbsp;(59165) | &nbsp;&nbsp;&nbsp;&nbsp;(55494) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3671) | BOA |
| Republic of France | 06/20/35 | 0.250%(Q) |  | 1870 | 0.578% | &nbsp;&nbsp;&nbsp;&nbsp;(46838) | &nbsp;&nbsp;&nbsp;&nbsp;(61680) | &nbsp;&nbsp;&nbsp;&nbsp;14842 | BARC |
| Republic of France | 06/20/35 | 0.250%(Q) |  | 1330 | 0.578% | &nbsp;&nbsp;&nbsp;&nbsp;(33312) | &nbsp;&nbsp;&nbsp;&nbsp;(43868) | &nbsp;&nbsp;&nbsp;&nbsp;10556 | BARC |
| Republic of Italy | 12/20/30 | 1.000%(Q) |  | 1245 | 0.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 | BARC |
| Republic of Italy | 12/20/34 | 1.000%(Q) |  | 470 | 0.645% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2548) | &nbsp;&nbsp;&nbsp;&nbsp;14874 | CITI |
| Republic of Italy | 12/20/34 | 1.000%(Q) |  | 470 | 0.645% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2548) | &nbsp;&nbsp;&nbsp;&nbsp;14874 | CITI |
| Republic of Ivory Coast | 06/20/27 | 1.000%(Q) |  | 1021 | 1.781% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3038) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6110) | BARC |
| Republic of Panama | 06/20/26 | 1.000%(Q) |  | 339 | 0.516% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | CITI |
| Republic of Romania | 12/20/26 | 1.000%(Q) |  | 93 | 0.611% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37) | BOA |
| Republic of South Africa | 12/20/26 | 1.000%(Q) |  | 184 | 0.728% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(306) | BARC |
| Siemens AG | 06/20/26 | 1.000%(Q) | EUR | 472 | 0.104% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | JPM |
| Siemens AG | 06/20/26 | 1.000%(Q) | EUR | 368 | 0.104% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | GSI |
| Skandinaviska Enskilda Banken AB | 12/20/26 | 1.000%(Q) |  | 918 | 0.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | MSI |
| Slovak Republic | 12/20/27 | 1.000%(Q) |  | 330 | 0.183% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 | BARC |
| Socialist Republic of Vietnam | 12/20/27 | 1.000%(Q) |  | 800 | 0.452% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(424) | BARC |
| Standard Chartered PLC | 12/20/26 | 1.000%(Q) |  | 273 | 0.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | MSI |
| State of Qatar | 12/20/26 | 1.000%(Q) |  | 565 | 0.244% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256) | BARC |
| Stellantis NV | 06/20/26 | 1.000%(Q) | EUR | 363 | 0.296% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | BARC |
| U.S. Treasury Notes | 06/20/26 | 0.250%(Q) | EUR | 2425 | 0.174% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106) | BARC |
| Wells Fargo & Co. | 06/20/26 | 1.000%(Q) |  | 632 | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | JPM |
| Wells Fargo & Co. | 06/20/26 | 1.000%(Q) |  | 565 | 0.227% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | JPM |
|  |  |  |  |  |  | $(443379) | $(568281) | $124902 |  |

---

A59

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied Credit<br> Spread at<br> March 31,<br> 2026(4)** |  | **Value at<br> Trade Date** |  | **Value at<br> March 31,<br> 2026** |  | **Unrealized<br> Appreciation<br> (Depreciation)** |  |
| **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **Centrally Cleared Credit Default Swap Agreements on credit indices - Sell Protection(2):** |
| CDX.NA.HY.45.V2 | 12/20/30 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;18231 |  | 3.649% |  | &nbsp;&nbsp;$1083788 |  | &nbsp;&nbsp;&nbsp;&nbsp;$990449 |  | $(93339) |
| CDX.NA.HY.46.V1 | 06/20/31 | 5.000%(Q) | &nbsp;&nbsp;&nbsp;&nbsp;3160 |  | 3.857% |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117499 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156665 |  | &nbsp;&nbsp;&nbsp;&nbsp;39166 |
| CDX.NA.IG.46.V1 | 06/20/31 | 1.000%(Q) | 182020 |  | 0.631% |  | &nbsp;&nbsp;&nbsp;&nbsp;2959075 |  | &nbsp;&nbsp;&nbsp;&nbsp;3202507 |  | &nbsp;&nbsp;&nbsp;243432 |
| CDX.NA.IG.46.V1 | 06/20/31 | 1.000%(Q) | 431510 |  | 0.631% |  | &nbsp;&nbsp;&nbsp;&nbsp;7015001 |  | &nbsp;&nbsp;&nbsp;&nbsp;7592099 |  | &nbsp;&nbsp;&nbsp;577098 |
|  |  |  |  |  |  |  | $11175363 |  | $11941720 |  | $766357 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** | **OTC Credit Default Swap Agreements on credit indices - Sell Protection(2):** |
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 2250 \* | $(31558) | $(27915) | $(3643) | CITI |
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 2000 \* | &nbsp;&nbsp;&nbsp;(28023) | &nbsp;&nbsp;&nbsp;(48262) | &nbsp;&nbsp;&nbsp;20239 | CITI |
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 6400 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7417 | &nbsp;&nbsp;&nbsp;&nbsp;(5861) | GSI |
| CMBX.NA.19.AAA | 12/17/58 | 0.500%(M) | 2350 \* | &nbsp;&nbsp;&nbsp;&nbsp;(3642) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(263) | &nbsp;&nbsp;&nbsp;&nbsp;(3379) | CITI |
| CMBX.NA.19.AAA | 12/17/58 | 0.500%(M) | 2150 \* | &nbsp;&nbsp;&nbsp;&nbsp;(3332) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(452) | &nbsp;&nbsp;&nbsp;&nbsp;(2880) | GSI |
|  |  |  |  | $(64999) | $(69475) | &nbsp;&nbsp;$4476 |  |

---

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

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

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

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

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

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

A60

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** | **Currency swap agreements outstanding at March 31, 2026:** |  |
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** |  | &nbsp;&nbsp;**Fund<br> Receives** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Fund<br> Pays** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** | **OTC Currency Swap Agreement:** |  |
| JPY | 619 | &nbsp;&nbsp;1 Day SOFR(Q)/ 3.680% |  | &nbsp;&nbsp;97200 | &nbsp;&nbsp;1 Day TONAR -35bps(Q)/ 0.377% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;02/10/31 | &nbsp;&nbsp;$8733 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$8733 |  |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** | **Centrally Cleared Interest Rate Swap Agreements:** |
| AUD | 815 | &nbsp;&nbsp;12/03/27 | &nbsp;&nbsp;2.600%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;$(10523) | &nbsp;&nbsp;&nbsp;&nbsp;$(23133) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(12610) |
| AUD | 2175 | &nbsp;&nbsp;12/03/28 | &nbsp;&nbsp;2.650%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39347) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49640) |
| AUD | 3735 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;2.750%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106612) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(236288) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129676) |
| AUD | 1785 | &nbsp;&nbsp;12/03/31 | &nbsp;&nbsp;2.750%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134996) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(242265) |
| AUD | 2860 | &nbsp;&nbsp;12/03/32 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125227) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239955) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114728) |
| AUD | 3690 | &nbsp;&nbsp;12/03/33 | &nbsp;&nbsp;2.800%(S) | &nbsp;&nbsp;6 Month BBSW(1)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81606 |
| AUD | 7285 | &nbsp;&nbsp;12/03/34 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(472123) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(780667) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(308544) |
| AUD | 4180 | &nbsp;&nbsp;11/07/35 | &nbsp;&nbsp;4.330%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149196) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149196) |
| AUD | 1040 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115391) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123215) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7824) |
| AUD | 160 | &nbsp;&nbsp;12/03/38 | &nbsp;&nbsp;2.900%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15151) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23370) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8219) |
| AUD | 530 | &nbsp;&nbsp;12/03/52 | &nbsp;&nbsp;2.900%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 4.785% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48752) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70617) |
| CAD | 3505 | &nbsp;&nbsp;12/03/26 | &nbsp;&nbsp;2.550%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3595) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4008) |
| CAD | 4265 | &nbsp;&nbsp;12/03/27 | &nbsp;&nbsp;3.650%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24342 |
| CAD | 775 | &nbsp;&nbsp;12/03/28 | &nbsp;&nbsp;3.550%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1963) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15291 |
| CAD | 2890 | &nbsp;&nbsp;12/03/29 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9892 |
| CAD | 1215 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3792) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31141 |
| CAD | 2030 | &nbsp;&nbsp;12/03/34 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8805) |
| CAD | 3430 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13785) |
| CAD | 18385 | &nbsp;&nbsp;05/20/36 | &nbsp;&nbsp;3.010%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246672) |
| CAD | 1340 | &nbsp;&nbsp;12/03/50 | &nbsp;&nbsp;3.350%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.270% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32063) |
| CHF | 1500 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;(0.220)%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57442) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57442) |
| CHF | 1495 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;1.258%(A) | &nbsp;&nbsp;1 Day SARON(1)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(121065) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3872) |
| CHF | 250 | &nbsp;&nbsp;05/08/34 | &nbsp;&nbsp;2.000%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28104 |
| CHF | 730 | &nbsp;&nbsp;12/13/34 | &nbsp;&nbsp;0.371%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7942) |
| CHF | 3495 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;2.000%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79601 |
| CHF | 3245 | &nbsp;&nbsp;07/04/35 | &nbsp;&nbsp;0.519%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.066)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20130 |
| CHF | 4800 | &nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;0.480%(A) | &nbsp;&nbsp;3 Month SARON(2)(A)/ (0.040)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32200) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32200) |
| CLP | 278800 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;3.620%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1527) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1527) |
| CNH | 109540 | &nbsp;&nbsp;08/20/26 | &nbsp;&nbsp;2.440%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74664 |
| CNH | 60000 | &nbsp;&nbsp;12/06/27 | &nbsp;&nbsp;2.820%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198742 |
| CNH | 6425 | &nbsp;&nbsp;04/26/28 | &nbsp;&nbsp;2.790%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26450 |
| CNH | 35760 | &nbsp;&nbsp;05/11/28 | &nbsp;&nbsp;2.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76793 |
| CNH | 13300 | &nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;2.473%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41204 |
| CNH | 519630 | &nbsp;&nbsp;05/10/29 | &nbsp;&nbsp;2.650%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;2489081 | &nbsp;&nbsp;&nbsp;&nbsp;2651860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162779 |
| CNH | 26210 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;2.027%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56320 |
| CNH | 17000 | &nbsp;&nbsp;11/11/29 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11093) |

---

A61

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| CNH | 5000 | &nbsp;&nbsp;12/12/29 | &nbsp;&nbsp;1.496%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1713) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1713) |
| CNH | 72580 | &nbsp;&nbsp;05/11/30 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39956) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32063) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7893 |
| CNH | 163000 | &nbsp;&nbsp;06/11/30 | &nbsp;&nbsp;1.447%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126568) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126568) |
| CNH | 45800 | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;1.585%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1434) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(349) |
| CNH | 30000 | &nbsp;&nbsp;03/02/31 | &nbsp;&nbsp;1.575%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4749) |
| CNH | 28860 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;1.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(742) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(492) |
| CZK | 25000 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.062%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857 |
| CZK | 39075 | &nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;4.370%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| CZK | 11000 | &nbsp;&nbsp;03/30/36 | &nbsp;&nbsp;4.420%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4551) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4551) |
| DKK | 4500 | &nbsp;&nbsp;04/08/32 | &nbsp;&nbsp;1.581%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19839) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55351) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35512) |
| DKK | 3000 | &nbsp;&nbsp;07/10/34 | &nbsp;&nbsp;3.200%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16600) |
| DKK | 1700 | &nbsp;&nbsp;07/10/35 | &nbsp;&nbsp;3.200%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.523% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2906) |
| EUR | 3520 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;3.076%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45264) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45264) |
| EUR | 1495 | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;2.101%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26435 |
| EUR | 9605 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237919) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(80543) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157376 |
| EUR | 11050 | &nbsp;&nbsp;05/11/32 | &nbsp;&nbsp;2.600%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(347011) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322931 |
| EUR | 2870 | &nbsp;&nbsp;03/20/33 | &nbsp;&nbsp;2.996%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12339 |
| EUR | 65 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;2.560%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1036) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1231) |
| EUR | 6885 | &nbsp;&nbsp;05/11/34 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(179429) |
| EUR | 2055 | &nbsp;&nbsp;03/20/38 | &nbsp;&nbsp;2.982%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34324 |
| EUR | 950 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.565%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228410 |
| EUR | 950 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.600%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227079) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(227079) |
| EUR | 2303 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.629%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541217 |
| EUR | 2303 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.663%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(538287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(538287) |
| EUR | 1355 | &nbsp;&nbsp;02/17/42 | &nbsp;&nbsp;0.536%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(529302) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(529302) |
| EUR | 1140 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.257%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206908 |
| EUR | 1140 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.310%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204031) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(204031) |
| EUR | 1720 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.910%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77943 |
| EUR | 1720 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.960%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.079% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(756) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62962) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62206) |
| EUR | 1000 | &nbsp;&nbsp;05/11/44 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226080) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(320174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94094) |
| EUR | 4615 | &nbsp;&nbsp;05/11/45 | &nbsp;&nbsp;2.700%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.929% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(254509) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(343468) |
| EUR | 2640 | &nbsp;&nbsp;11/28/54 | &nbsp;&nbsp;1.468%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.475% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1876) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196321 |
| GBP | 1770 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135339 |
| GBP | 5720 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307319 |
| GBP | 6520 | &nbsp;&nbsp;05/08/27 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196928 |
| GBP | 2690 | &nbsp;&nbsp;05/08/27 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(220106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117362) |
| GBP | 270 | &nbsp;&nbsp;05/08/28 | &nbsp;&nbsp;4.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3544) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4429 |
| GBP | 425 | &nbsp;&nbsp;05/08/29 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6006) |
| GBP | 2315 | &nbsp;&nbsp;05/08/30 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30255) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49995) |
| GBP | 1350 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(104023) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396893 |
| GBP | 600 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13825) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143989 |
| GBP | 2145 | &nbsp;&nbsp;05/08/32 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63431) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36241) |
| GBP | 2365 | &nbsp;&nbsp;02/08/33 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71173 |
| GBP | 2320 | &nbsp;&nbsp;05/08/33 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(378293) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(660723) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(282430) |
| GBP | 2570 | &nbsp;&nbsp;05/08/33 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33072 |
| GBP | 2320 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37098) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(114874) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77776) |
| GBP | 2150 | &nbsp;&nbsp;02/08/36 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(52141) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66432) |
| GBP | 1680 | &nbsp;&nbsp;05/08/36 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23411 |
| GBP | 4640 | &nbsp;&nbsp;05/08/40 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(170069) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(432345) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(262276) |
| GBP | 915 | &nbsp;&nbsp;02/08/41 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28174 |
| GBP | 365 | &nbsp;&nbsp;05/08/41 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(190041) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(234941) |

---

A62

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| GBP | 1110 | &nbsp;&nbsp;05/08/43 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;$420545 | &nbsp;&nbsp;&nbsp;&nbsp;$633720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$213175 |
| GBP | 1225 | &nbsp;&nbsp;05/08/45 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82172 |
| GBP | 4640 | &nbsp;&nbsp;02/19/46 | &nbsp;&nbsp;4.423%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(118) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(267589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(267471) |
| GBP | 2890 | &nbsp;&nbsp;02/27/46 | &nbsp;&nbsp;5.000%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57842) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60676) |
| GBP | 5675 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201848 | &nbsp;&nbsp;&nbsp;&nbsp;(3611787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3813635) |
| GBP | 3010 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44946 |
| GBP | 900 | &nbsp;&nbsp;05/08/48 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220583 |
| GBP | 775 | &nbsp;&nbsp;05/08/50 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86481) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47645) |
| GBP | 505 | &nbsp;&nbsp;05/08/54 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(283040) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(382827) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99787) |
| GBP | 380 | &nbsp;&nbsp;05/08/54 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7763) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70835) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63072) |
| GBP | 2220 | &nbsp;&nbsp;05/08/55 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174745) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(419162) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(244417) |
| GBP | 4760 | &nbsp;&nbsp;02/27/56 | &nbsp;&nbsp;4.700%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47445 |
| HUF | 70000 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;2.748%(A) | &nbsp;&nbsp;6 Month BUBOR(2)(S)/ 6.620% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38507) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38507) |
| ILS | 1600 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SHIR(2)(A)/ 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94) |
| ILS | 2115 | &nbsp;&nbsp;07/08/34 | &nbsp;&nbsp;4.000%(A) | &nbsp;&nbsp;1 Day SHIR(2)(A)/ 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5872 |
| JPY | 349000 | &nbsp;&nbsp;07/08/26 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15417) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17684) |
| JPY | 1560000 | &nbsp;&nbsp;07/08/26 | &nbsp;&nbsp;0.400%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24658) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20138) |
| JPY | 2415000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;0.500%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69968) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(135022) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65054) |
| JPY | 857000 | &nbsp;&nbsp;04/11/28 | &nbsp;&nbsp;0.609%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78042 |
| JPY | 237600 | &nbsp;&nbsp;07/31/28 | &nbsp;&nbsp;0.268%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42718) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42718) |
| JPY | 320000 | &nbsp;&nbsp;07/08/29 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42564) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(112905) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70341) |
| JPY | 1505000 | &nbsp;&nbsp;07/08/29 | &nbsp;&nbsp;0.650%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33427) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(271951) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(238524) |
| JPY | 180000 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26314 |
| JPY | 720000 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;0.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(167407) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126233) |
| JPY | 745000 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.000%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(436589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(444442) |
| JPY | 5000 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.800%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 |
| JPY | 561000 | &nbsp;&nbsp;07/08/32 | &nbsp;&nbsp;0.050%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147933) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(390204) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(242271) |
| JPY | 400000 | &nbsp;&nbsp;07/08/32 | &nbsp;&nbsp;0.900%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136147) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108957) |
| JPY | 205000 | &nbsp;&nbsp;07/08/34 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90854) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(193275) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(102421) |
| JPY | 1626000 | &nbsp;&nbsp;07/08/34 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(719470) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(754794) |
| JPY | 345000 | &nbsp;&nbsp;07/08/35 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174452) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(141585) |
| JPY | 81000 | &nbsp;&nbsp;07/08/37 | &nbsp;&nbsp;0.150%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43235) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108900) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65665) |
| JPY | 130000 | &nbsp;&nbsp;07/08/38 | &nbsp;&nbsp;0.200%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95012) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(189356) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94344) |
| JPY | 539865 | &nbsp;&nbsp;07/08/39 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(388253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(408627) |
| JPY | 515000 | &nbsp;&nbsp;07/08/40 | &nbsp;&nbsp;1.400%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86511) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(400344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(313833) |
| JPY | 553500 | &nbsp;&nbsp;07/08/41 | &nbsp;&nbsp;0.250%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18522 | &nbsp;&nbsp;&nbsp;&nbsp;(1029955) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1048477) |
| JPY | 52000 | &nbsp;&nbsp;09/02/41 | &nbsp;&nbsp;0.227%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98907) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98907) |
| JPY | 470000 | &nbsp;&nbsp;07/08/44 | &nbsp;&nbsp;1.550%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(482452) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(479208) |
| JPY | 170000 | &nbsp;&nbsp;07/08/45 | &nbsp;&nbsp;1.600%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57396) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(180595) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123199) |
| JPY | 320000 | &nbsp;&nbsp;12/19/45 | &nbsp;&nbsp;2.481%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79993) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79993) |
| JPY | 1610000 | &nbsp;&nbsp;02/24/46 | &nbsp;&nbsp;2.530%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(372523) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(372523) |
| JPY | 935000 | &nbsp;&nbsp;03/02/46 | &nbsp;&nbsp;2.569%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(182638) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(182638) |
| JPY | 330000 | &nbsp;&nbsp;07/08/46 | &nbsp;&nbsp;0.350%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(808839) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(846808) |
| JPY | 50000 | &nbsp;&nbsp;07/08/48 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38676) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128830) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90154) |
| JPY | 170000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1771) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(213495) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211724) |
| JPY | 150000 | &nbsp;&nbsp;07/08/50 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(73569) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(198430) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(124861) |
| JPY | 223500 | &nbsp;&nbsp;07/08/51 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(645844) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(668663) |
| JPY | 36000 | &nbsp;&nbsp;09/02/51 | &nbsp;&nbsp;0.393%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106998) |
| JPY | 45300 | &nbsp;&nbsp;07/31/53 | &nbsp;&nbsp;1.102%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102292 |
| JPY | 625000 | &nbsp;&nbsp;07/08/54 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17089) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(928899) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(911810) |
| JPY | 310000 | &nbsp;&nbsp;07/08/55 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(241126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(475343) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(234217) |
| JPY | 220000 | &nbsp;&nbsp;09/01/55 | &nbsp;&nbsp;2.485%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.727% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131030) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(131030) |
| KRW | 270000 | &nbsp;&nbsp;04/19/28 | &nbsp;&nbsp;3.135%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1418) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1418) |
| KRW | 5400000 | &nbsp;&nbsp;08/13/31 | &nbsp;&nbsp;1.630%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(374161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(374161) |
| KRW | 790215 | &nbsp;&nbsp;03/10/33 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9512) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19932) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10420) |
| KRW | 125000 | &nbsp;&nbsp;11/24/33 | &nbsp;&nbsp;3.610%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(873) |
| KRW | 2360990 | &nbsp;&nbsp;03/10/34 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68947) |

---

A63

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| KRW | 13878000 | &nbsp;&nbsp;03/10/35 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;$425227 | &nbsp;&nbsp;&nbsp;$(402392) | &nbsp;&nbsp;&nbsp;&nbsp;$(827619) |
| KRW | 1040000 | &nbsp;&nbsp;03/10/36 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.820% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8994) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33429) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24435) |
| MXN | 288850 | &nbsp;&nbsp;02/28/31 | &nbsp;&nbsp;7.348%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(524450) |
| MXN | 13200 | &nbsp;&nbsp;04/19/32 | &nbsp;&nbsp;8.945%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16282 |
| MXN | 66000 | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;7.565%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147355) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147355) |
| MXN | 169805 | &nbsp;&nbsp;02/25/33 | &nbsp;&nbsp;7.566%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(378368) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(378368) |
| MXN | 4110 | &nbsp;&nbsp;05/09/34 | &nbsp;&nbsp;8.400%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3218) |
| MXN | 24000 | &nbsp;&nbsp;12/06/34 | &nbsp;&nbsp;9.100%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.057% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10151 |
| MYR | 1020 | &nbsp;&nbsp;03/12/31 | &nbsp;&nbsp;3.480%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(583) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(582) |
| NOK | 2085 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.460%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 4.660% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30605) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30605) |
| NZD | 795 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.876%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48051) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48051) |
| NZD | 2260 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;4.400%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32653) |
| NZD | 3540 | &nbsp;&nbsp;07/31/35 | &nbsp;&nbsp;4.068%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34891) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34891) |
| NZD | 22775 | &nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;4.014%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.540% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(340996) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(340996) |
| PLN | 26000 | &nbsp;&nbsp;05/11/27 | &nbsp;&nbsp;4.400%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 3.890% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212121 |
| PLN | 880 | &nbsp;&nbsp;05/11/29 | &nbsp;&nbsp;4.350%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 3.890% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4216 |
| PLN | 1000 | &nbsp;&nbsp;11/09/31 | &nbsp;&nbsp;2.845%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 3.890% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24566) |
| SEK | 23000 | &nbsp;&nbsp;07/10/27 | &nbsp;&nbsp;3.600%(A) | &nbsp;&nbsp;3 Month STIBOR(2)(Q)/ 2.186% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52917 |
| SEK | 17480 | &nbsp;&nbsp;07/10/28 | &nbsp;&nbsp;3.450%(A) | &nbsp;&nbsp;3 Month STIBOR(2)(Q)/ 2.186% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15132 |
| SEK | 7600 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;0.530%(A) | &nbsp;&nbsp;3 Month STIBOR(2)(Q)/ 2.186% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92774) |
| SGD | 1200 | &nbsp;&nbsp;07/29/31 | &nbsp;&nbsp;1.120%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2709) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40039) |
| SGD | 1070 | &nbsp;&nbsp;09/10/34 | &nbsp;&nbsp;2.450%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13772) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28934 |
| SGD | 705 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.500%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15933) |
| SGD | 300 | &nbsp;&nbsp;09/11/35 | &nbsp;&nbsp;1.720%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10987) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10987) |
| SGD | 630 | &nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24881) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24881) |
| SGD | 1270 | &nbsp;&nbsp;09/17/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50177) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(50177) |
| SGD | 865 | &nbsp;&nbsp;09/25/35 | &nbsp;&nbsp;1.710%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 0.995% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32646) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32646) |
| THB | 248805 | &nbsp;&nbsp;08/18/26 | &nbsp;&nbsp;1.168%(Q) | &nbsp;&nbsp;1 Day THOR(1)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5457) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5457) |
| THB | 38500 | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;1.320%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25926) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25926) |
| THB | 20100 | &nbsp;&nbsp;04/18/34 | &nbsp;&nbsp;2.895%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44418 |
| THB | 17500 | &nbsp;&nbsp;04/22/34 | &nbsp;&nbsp;2.818%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35418 |
| THB | 109455 | &nbsp;&nbsp;09/10/34 | &nbsp;&nbsp;2.350%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56007 |
| THB | 12200 | &nbsp;&nbsp;12/16/34 | &nbsp;&nbsp;2.173%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469 |
| THB | 59645 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.400%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 0.989% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71051) |
| TWD | 62800 | &nbsp;&nbsp;02/17/28 | &nbsp;&nbsp;1.390%(Q) | &nbsp;&nbsp;3 Month TAIBOR(1)(Q)/ 1.678% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23396 |
|  | 3850 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;4.861%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29062 |
|  | 116965 | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;4.750%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546668 |
|  | 2780 | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;4.750%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11220 |
|  | 127025 | &nbsp;&nbsp;05/17/26 | &nbsp;&nbsp;4.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(581679) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(581679) |
|  | 128030 | &nbsp;&nbsp;08/27/26 | &nbsp;&nbsp;3.809%(T) | &nbsp;&nbsp;1 Day SOFR(2)(T)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246522) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246522) |
|  | 16320 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129403) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(132422) |
|  | 64660 | &nbsp;&nbsp;05/13/27 | &nbsp;&nbsp;4.497%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668985 |
|  | 40240 | &nbsp;&nbsp;05/13/29 | &nbsp;&nbsp;4.253%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42786) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(786061) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(743275) |
|  | 800 | &nbsp;&nbsp;02/22/32 | &nbsp;&nbsp;3.989%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14333) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14333) |
|  | 2850 | &nbsp;&nbsp;03/28/32 | &nbsp;&nbsp;3.841%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27654) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27654) |
|  | 1690 | &nbsp;&nbsp;08/01/35 | &nbsp;&nbsp;3.869%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4683) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4683) |
|  | 2650 | &nbsp;&nbsp;11/10/35 | &nbsp;&nbsp;3.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36499 |
|  | 18901 | &nbsp;&nbsp;05/26/36 | &nbsp;&nbsp;3.672%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294967 |
|  | 3405 | &nbsp;&nbsp;05/11/45 | &nbsp;&nbsp;4.000%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66145) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72847 |
|  | 1415 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(534873) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(629269) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94396) |
|  | 34290 | &nbsp;&nbsp;12/16/49 | &nbsp;&nbsp;3.805%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235031) | &nbsp;&nbsp;&nbsp;&nbsp;(1798606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1563575) |

---

A64

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Value at<br> Trade Date** | &nbsp;&nbsp;**Value at<br> March 31,<br> 2026** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** | **Centrally Cleared Interest Rate Swap Agreements (cont'd.):** |
| 17090 | &nbsp;&nbsp;12/16/49 | &nbsp;&nbsp;3.805%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;$(254832) | &nbsp;&nbsp;&nbsp;$(896418) | &nbsp;&nbsp;&nbsp;&nbsp;$(641586) |
| 14071 | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;3.927%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479102 |
| 420 | &nbsp;&nbsp;04/30/54 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7445 |
| 805 | &nbsp;&nbsp;05/10/54 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39211) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34743) |
| 4960 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;2264076 | &nbsp;&nbsp;&nbsp;&nbsp;2429365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165289 |
| 1305 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67062 |
| 11215 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319821 |
| 63140 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923405 | &nbsp;&nbsp;&nbsp;&nbsp;2221321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297916 |
| 853 | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;3.638%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60018 |
| 30360 | &nbsp;&nbsp;12/16/54 | &nbsp;&nbsp;3.719%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235350 | &nbsp;&nbsp;&nbsp;&nbsp;2065100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829750 |
| 11865 | &nbsp;&nbsp;12/16/54 | &nbsp;&nbsp;3.719%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617792 |
| 31800 | &nbsp;&nbsp;01/15/55 | &nbsp;&nbsp;4.130%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(582624) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72077) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510547 |
| 1590 | &nbsp;&nbsp;01/15/55 | &nbsp;&nbsp;4.130%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31409) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3604) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27805 |
| 2655 | &nbsp;&nbsp;05/11/55 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1997) |
| 37365 | &nbsp;&nbsp;05/11/55 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;1347796 | &nbsp;&nbsp;&nbsp;&nbsp;1795725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447929 |
| 870 | &nbsp;&nbsp;05/10/74 | &nbsp;&nbsp;3.420%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84391 |
| 1320 | &nbsp;&nbsp;05/11/74 | &nbsp;&nbsp;1.950%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 3.680% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60746 |
|  |  |  |  | &nbsp;&nbsp;$6483874 | &nbsp;&nbsp;$(6468984) | &nbsp;&nbsp;$(12952858) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional<br> Amount<br> (000)#** | **Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Fixed<br> Rate** | &nbsp;&nbsp;**Floating<br> Rate** | &nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;**Upfront<br> Premiums<br> Paid(Received)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** | &nbsp;&nbsp;**Counterparty** |
| **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** | **OTC Interest Rate Swap Agreements:** |
| BRL | 14979 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.788%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.054% | &nbsp;&nbsp;$13424 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$13424 | &nbsp;&nbsp;GSI |
| BRL | 14979 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.940%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.054% | &nbsp;&nbsp;&nbsp;&nbsp;(11630) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(11630) | &nbsp;&nbsp;GSI |
| CNH | 2100 | &nbsp;&nbsp;07/31/30 | &nbsp;&nbsp;2.515%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;12371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;12371 | &nbsp;&nbsp;MSI |
| CNH | 2100 | &nbsp;&nbsp;11/24/30 | &nbsp;&nbsp;2.495%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.351% | &nbsp;&nbsp;&nbsp;&nbsp;12614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;12614 | &nbsp;&nbsp;MSI |
| MYR | 8100 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.605%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6906) | &nbsp;&nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6891) | &nbsp;&nbsp;HSBC |
| MYR | 13000 | &nbsp;&nbsp;12/19/29 | &nbsp;&nbsp;3.560%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8394 | &nbsp;&nbsp;MSI |
| MYR | 2185 | &nbsp;&nbsp;11/23/30 | &nbsp;&nbsp;3.880%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8759 | &nbsp;&nbsp;MSI |
| MYR | 1855 | &nbsp;&nbsp;02/28/32 | &nbsp;&nbsp;3.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;JPM |
| MYR | 900 | &nbsp;&nbsp;07/12/32 | &nbsp;&nbsp;3.650%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909 | &nbsp;&nbsp;GSI |
| MYR | 5000 | &nbsp;&nbsp;07/29/35 | &nbsp;&nbsp;3.330%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.370% | &nbsp;&nbsp;&nbsp;&nbsp;(40835) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) | &nbsp;&nbsp;&nbsp;&nbsp;(40832) | &nbsp;&nbsp;JPM |
|  |  |  |  |  | &nbsp;&nbsp;$(1465) | &nbsp;&nbsp;$(17) | &nbsp;&nbsp;$(1448) |  |

---

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

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

A65

------

AST BALANCED ASSET ALLOCATION PORTFOLIO (continued)

---

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

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** | **Total return swap agreements outstanding at March 31, 2026:** |
| **Reference Entity** | &nbsp;&nbsp;**Financing<br> Rate** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Termination<br> Date** | &nbsp;&nbsp;**Long (Short)<br> Notional<br> Amount<br> (000)#(1)** | &nbsp;&nbsp;**Fair<br> Value** | &nbsp;&nbsp;**Upfront<br> Premiums<br> Paid<br> (Received)** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)(2)** |
| **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** | **OTC Total Return Swap Agreements:** |
| Bloomberg Commodity Total Return Index(Q) | &nbsp;&nbsp;3 Month U.S. Treasury Bill +8bps(Q)/ 3.700% | &nbsp;&nbsp;ML | &nbsp;&nbsp;04/07/27 | &nbsp;&nbsp;83301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +26bps(T)/ 3.900% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;05/04/26 | &nbsp;&nbsp;30140 | &nbsp;&nbsp;&nbsp;&nbsp;(1246978) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1246978) |
|  |  |  |  |  | &nbsp;&nbsp;$(1246978) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(1246978) |

---

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

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

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

A66

## 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 Balanced Asset Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000006793

- **c. LEI of Series:** 85CHLOD2DKGZT2I66616

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $21861154023.33

**Total Liabilities:** $373397848.82

**Net Assets:** $21487756174.51

**Delayed Delivery Securities:** $3797151.63

**Cash Not Reported:** $19419774.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3064.80442000 | **1-Year:** 116721.27531000 | **5-Year:** 664164.50235000 | **10-Year:** 176032.38577000 | **30-Year:** 24912.08751000

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

- **3-Month:** 1457.00469000 | **1-Year:** 44450.07493000 | **5-Year:** 65100.04491000 | **10-Year:** 17791.29686000 | **30-Year:** 442.28698000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018401 | 1.62%                | 1.02%                | -4.35%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $148969218.51            | $202653193.54                              |
| Month 2  | $415828929.48            | $-239978716.27                             |
| Month 3  | $79270751.37             | $-1028420799.21                            |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Glencore Funding LLC                                                                             | GLENLN 5.634 04/04/34 144A                                                                                                           | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1157568.72    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 4.55 02/15/31                                                                                                                   | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     380000 | PA      | $371967.85     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL (MALTA) PLC                                                                    | FRETER 7.25 05/15/28 144A                                                                                                            | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |     700000 | PA      | $728032.60     | 0.00%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-134125.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp.                                                                                    | Keyence Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       5500 | NS      | $1957490.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC8512                                                                                                                            | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76212 | PA      | $75424.63      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 2.25 08/12/36                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     735000 | PA      | $659675.38     | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | Marathon Petroleum Corp. COM                                                                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      14700 | NS      | $3589446.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HD Hyundai Heavy Industries Co Ltd.                                                              | HD Hyundai Heavy Industries Co Ltd. KRW5000                                                                                          | CUSIP: 000000000<br>LEI: 988400CAR8W9URQLGF30 | Long             | EC               | CORP              | KR        |       2675 | NS      | $856856.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 6.343 08/02/30                                                                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     113000 | PA      | $120462.59     | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V5.5 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     375000 | PA      | $432316.80     | 0.00%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                                                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    7290000 | PA      | $7256961.70    | 0.03%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-80301.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ANGOLA                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $89208.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-583.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deckers Outdoor Corp.                                                                            | Deckers Outdoor Corp. COM                                                                                                            | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      21100 | NS      | $2111899.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alcon AG                                                                                         | Alcon AG CHF0.04                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |      12670 | NS      | $957728.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                           | ZFFNGR 7 06/12/30 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $353086.75     | 0.00%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                                           | EBIUH 4.75 02/09/28 MTN                                                                                                              | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     250000 | PA      | $168618.61     | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHLMC 6.75 03/15/31                                                                                                                  | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    1865000 | PA      | $2094230.75    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.55 07/01/30                                                                                                                    | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1558374.22    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 4.75 01/15/43                                                                                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      15000 | PA      | $11321.46      | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd.                                                                           | Mitsui Fudosan Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     109100 | NS      | $1163053.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                                  | Ulta Beauty Inc COM                                                                                                                  | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       9800 | NS      | $5122558.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Toyota Motor Corp.                                                                               | Toyota Motor Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     679300 | NS      | $14120846.33   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                                                                     | Porsche Automobil Holding SE NON VTG PRF NPV                                                                                         | CUSIP: 000000000<br>LEI: 52990053Z17ZYM1KFV27 | Long             | EP               | CORP              | DE        |       9744 | NS      | $356797.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2021-1 LTD                                                                               | TCW 2021-1A A1R1                                                                                                                     | CUSIP: 87190KAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $12507451.25   | 0.06%             | 2038-01-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 2.75 04/21/27 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     466000 | PA      | $529469.46     | 0.00%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G06506                                                                                                                            | CUSIP: 3128M8R30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        752 | PA      | $727.05        | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS BANK OF NOVA SCOTIA                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3543.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimaran Cavu 2019-1 Ltd / LLC                                                                   | CAVU 2019-1A A1R                                                                                                                     | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $34947174.50   | 0.16%             | 2037-01-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                             | Endeavour Mining PLC ORD USD0.01                                                                                                     | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      12750 | NS      | $768184.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $469144.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | Public Storage COM                                                                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      14198 | NS      | $3845954.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-3594.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4977                                                                                                                              | CUSIP: 36202FQ66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      52616 | PA      | $50635.91      | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $34376.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34145.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN V5.5 07/15/77                                                                                                                  | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     290000 | PA      | $287643.75     | 0.00%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                                     | Unibail-Rodamco-Westfield SE NPV (1 ORD UNIBAIL-R & 1CLASS A WFD)                                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | EC               | CORP              | FR        |      12251 | NS      | $1351598.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                           | Banca Monte dei Paschi di Siena S.p.A. NPV (POST SPLT)                                                                               | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     144434 | NS      | $1260263.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5 09/19/32                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     510000 | PA      | $554485.86     | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.542 09/19/30                                                                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2738542.26    | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-34376.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-388253.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-10988.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto, Municipality Of Metropolitan                                                            | TRNT 2.6 09/24/39                                                                                                                    | CUSIP: 891288DT6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | MUN               | CA        |     300000 | PA      | $175526.57     | 0.00%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation PLC                                                                            | Eaton Corporation PLC COM USD0.01                                                                                                    | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      42230 | NS      | $15104404.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.2 01/25/37                                                                                                                  | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1075388.84    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/COP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $122522.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios (Power Solutions)                                                                        | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                                                   | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1542250 | PA      | $1536852.13    | 0.01%             | 2032-01-28      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | United Airlines Holdings Inc COM                                                                                                     | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      70600 | NS      | $6500142.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-123215.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 6.875 10/21/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     200000 | PA      | $280768.57     | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO                                                                     | Graphic Packaging Holding Company COM                                                                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     132100 | NS      | $1313074.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Co.                                                                                | WFC V5.557 07/25/34 MTN                                                                                                              | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     249000 | PA      | $254984.86     | 0.00%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.496 02/13/31 MTN                                                                                                              | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1543635.99    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                                                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     665000 | PA      | $665829.00     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                                                                            | BOOTS GROUP BIDCO LTD/THE                                                                                                            | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    1450000 | PA      | $1914959.33    | 0.01%             | 2032-08-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4910 MI                                                                                                                          | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      67149 | PA      | $13550.82      | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS 7.5 04/02/32 EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $145500.00     | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/44                                                                                                                     | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39340000 | PA      | $38061450.00   | 0.18%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1                                                   | WFCM 2024-5C1 A3                                                                                                                     | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1861441.02    | 0.01%             | 2057-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                     | KBCBB V4.932 10/16/30 144A                                                                                                           | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     600000 | PA      | $602777.10     | 0.00%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/DKK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9171.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal S.A.                                                                                     | L'Oreal S.A. EUR0.20                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      22040 | NS      | $8998722.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.65 02/01/34                                                                                                                   | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     460000 | PA      | $479650.77     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-30931.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 745191                                                                                                                            | CUSIP: 3620C02Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        422 | PA      | $417.09        | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 3.875 03/13/35 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     700000 | PA      | $805340.80     | 0.00%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                                                  | NCLH 6.125 03/15/28 144A                                                                                                             | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1555000 | PA      | $1560660.20    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Saab AB                                                                                          | Saab AB NPV B                                                                                                                        | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |     107357 | NS      | $7026490.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| RCKT MORTGAGE TRUST 2026-CES2                                                                    | RCKT 2026-CES2 A1A                                                                                                                   | CUSIP: 74940EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3532937 | PA      | $3494045.49    | 0.02%             | 2056-02-01      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -6743000 | NC      | $-25858.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc.                                                                   | Lincoln Electric Holdings Inc. COM                                                                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      15400 | NS      | $3835832.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                                                   | Atlas Copco AB SER'B'NPV                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     111435 | NS      | $1741981.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 02/29/28                                                                                                                     | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39376000 | PA      | $39069913.13   | 0.18%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.173 01/16/30                                                                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152124.08     | 0.00%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                                           | Eurofins Scientific SE EUR0.01                                                                                                       | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       9940 | NS      | $725312.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | Barclays PLC ORD GBP0.25                                                                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    3071176 | NS      | $16072950.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF PANAMA                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $478.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.5 04/13/29 144A                                                                                                            | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2805000 | PA      | $2843056.28    | 0.01%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-67663.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.898 07/23/31 MTN                                                                                                              | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7085000 | PA      | $6313915.81    | 0.03%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $35417.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNS 319 2                                                                                                                            | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        238 | PA      | $28.04         | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN CHILE SPA                                                                               | ENFRAG 5.375 12/30/30 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 5493003ME0392SW30U44 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $273473.01     | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-264750.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                                  | Dollar Tree Inc COM                                                                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      24800 | NS      | $2715848.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VICI PROPERTIES LP                                                                               | VICI 4.25 12/01/26 144A                                                                                                              | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29922.33      | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/41                                                                                                                         | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11760000 | PA      | $5489951.74    | 0.03%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS EUROPEAN INVESTMENT BANK                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-586.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 698329                                                                                                                            | CUSIP: 36296QY29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1233 | PA      | $1227.34       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                                 | Roche Holding AG CHF0.001                                                                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |      53866 | NS      | $21497427.34   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 4.5 03/01/28                                                                                                                     | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     245000 | PA      | $245286.89     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                                           | Five-Year Government of Canada Bond Futures                                                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         24 | NC      | $-24261.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                               | BFCM V3.875 06/16/32                                                                                                                 | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $693981.59     | 0.00%             | 2032-06-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/41                                                                                                                         | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36275000 | PA      | $17187755.28   | 0.08%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                                    | Koninklijke Ahold Delhaize NV EUR0.01                                                                                                | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     147891 | NS      | $6887165.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS DEUTSCHE TELEKOM AG                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $877.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.5 05/26/33 M                                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  112500000 | PA      | $5728881.88    | 0.03%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 4.125 08/15/30 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2286121.92    | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Invesco Euro Clo I DAC                                                                           | INVSC 1A A1R                                                                                                                         | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-O            | CORP              | IE        |    1273143 | PA      | $1469640.60    | 0.01%             | 2031-07-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 5.25 04/01/53                                                                                                                   | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     380000 | PA      | $297836.32     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN AL8741                                                                                                                            | CUSIP: 3138ETWB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4034 | PA      | $4176.22       | 0.00%             | 2039-02-01      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                                                                        | Logitech International SA CHF0.25 (REGD)                                                                                             | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      26490 | NS      | $2459981.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.375 07/01/28 144A                                                                                                               | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     235000 | PA      | $241505.96     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -6835000 | NC      | $-59028.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3518000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.294 07/22/35                                                                                                                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     375000 | PA      | $379076.43     | 0.00%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-629266.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FedEx Corporation COM                                                                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      35600 | NS      | $12680008.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Europe Finco BV                                                                          | LINE 4.125 11/26/31                                                                                                                  | CUSIP: 000000000<br>LEI: 254900HAPZY8OK9NWE76 | Long             | DBT              | CORP              | NL        |    2600000 | PA      | $2910284.07    | 0.01%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA 6.625 11/15/30                                                                                                                  | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     855000 | PA      | $950007.15     | 0.00%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST PGIM Fixed Income Central Portfolio                                                                                              | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  303771412 | NS      | $3636143799.01 | 16.92%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.7 05/20/27                                                                                                                    | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166579.11     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 6.1027 08/23/42 144A                                                                                                          | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198688.00     | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -3471000 | NC      | $-2672.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD 3.666 09/08/31                                                                                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1182004.46    | 0.01%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-31712.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 4.5 01/15/28 144A                                                                                                               | CUSIP: 92564RAK1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     435000 | PA      | $432334.59     | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 5.4 06/01/33 144A                                                                                                                | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     780000 | PA      | $792665.59     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |          1 | NC      | $114566.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ravensdale Park Clo Designated Activity Co.                                                      | RAVPK 1A A                                                                                                                           | CUSIP: 000000000<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-O            | CORP              | IE        |     895000 | PA      | $1029005.67    | 0.00%             | 2038-04-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.491 10/23/34                                                                                                                  | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     155000 | PA      | $167616.50     | 0.00%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NOK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-30605.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                                                                 | AP Moller-Maersk SER'A'DKK1000                                                                                                       | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        190 | NS      | $465220.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust CORE FIXED INCOME ETF                                                                                          | CUSIP: 25434V872<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |    3342587 | NS      | $141124023.14  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCKLAND TRUST MANAGEMENT LTD                                                                   | Stockland Corp Ltd. NPV (STAPLED)                                                                                                    | CUSIP: 000000000<br>LEI: 549300Y8E5TMSOLM7P64 | Long             | EC               | CORP              | AU        |     745072 | NS      | $2236578.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO Inc                                                                                          | XPO 7.125 02/01/32                                                                                                                   | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     495000 | PA      | $510753.63     | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF TURKIYE                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $155960.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings Inc.                                                              | MS&AD Insurance Group Holdings Inc. NPV                                                                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      80800 | NS      | $2108522.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ECUADOR                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $82179.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ciena Corporation                                                                                | Ciena Corporation COM NEW                                                                                                            | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      36900 | NS      | $14325687.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $49152.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                        | Shell PLC ORD EUR0.07                                                                                                                | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     732584 | NS      | $33929658.67   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 8.75 07/01/34 144A                                                                                                                | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     690000 | PA      | $721578.45     | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| West Japan Railway Co.                                                                           | West Japan Railway Co. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |      88879 | NS      | $1759850.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust US EQUITY MARKET ETF                                                                                           | CUSIP: 25434V401<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |   19510854 | NS      | $1383514657.14 | 6.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.35 11/01/33 10Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     560000 | PA      | $678235.53     | 0.00%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-3Inv                                                                | FSMT 2018-3INV B3                                                                                                                    | CUSIP: 33851JAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2338456 | PA      | $2157895.88    | 0.01%             | 2048-05-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $99876.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                                         | SBAC 3.875 02/15/27                                                                                                                  | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1232495.09    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1534.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 5.45 08/15/30                                                                                                                   | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     321000 | PA      | $325611.93     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BRAMBLES LTD                                                                                     | Brambles Ltd. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     188115 | NS      | $2952328.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V5.5 09/08/29 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $966272.11     | 0.00%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745353                                                                                                                            | CUSIP: 31403DBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1224 | PA      | $1263.06       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Embraer S.A.                                                                                     | Embraer S.A. SPONSORED ADS                                                                                                           | CUSIP: 29082A107<br>LEI: 549300EM51WYXFHUY333 | Long             | EC               | CORP              | BR        |      87303 | NS      | $5180560.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                                           | ASM International N.V. EUR0.04                                                                                                       | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |       9806 | NS      | $7432485.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                     | Public Service Enterprise Group Incorporated COM                                                                                     | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      16222 | NS      | $1313170.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-4685.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                                     | Hitachi Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     287600 | NS      | $8436887.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                                       | Tokio Marine Holdings Inc. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      99700 | NS      | $4680015.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF MOROCCO                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-473.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                  | PR 8 04/15/27 144A                                                                                                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1301294.97    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                                              | Amadeus IT Group SA EUR0.01                                                                                                          | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      28419 | NS      | $1625020.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V9.25 PERP 144a                                                                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     700000 | PA      | $742139.65     | 0.00%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $32076.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V7.079 02/10/34                                                                                                                   | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1220217.91    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                                               | JFE Holdings, Inc. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |     137500 | NS      | $1609749.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 6.625 02/01/32 144A                                                                                                               | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     475000 | PA      | $486171.87     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 901646                                                                                                                            | CUSIP: 31410YWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        551 | PA      | $573.63        | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6 02/15/56 **                                                                                                                     | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     645000 | PA      | $639604.47     | 0.00%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V7 PERP 144A                                                                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3907000 | PA      | $3908980.42    | 0.02%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance Designated Activity Company                                            | HMSOLN 1.75 06/03/27                                                                                                                 | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |     800000 | PA      | $900684.55     | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1410.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $90355.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                                | Compass Group PLC ORD GBP0.1105                                                                                                      | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     241390 | NS      | $6735005.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 02/15/45                                                                                                                      | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8815000 | PA      | $8662114.84    | 0.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | Sysco Corporation COM                                                                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     152400 | NS      | $10870692.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 3.375 09/11/32                                                                                                                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     180000 | PA      | $204060.88     | 0.00%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance Designated Activity Company                                             | GLENLN 0.75 03/01/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $426970.99     | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 A                                                                                                                       | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1888265.00    | 0.01%             | 2041-12-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-121063.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-374161.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.3 12/01/27                                                                                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     265000 | PA      | $259597.64     | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | Goldman Sachs Group, Inc. COM                                                                                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      25296 | NS      | $21400163.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.369 10/21/31 .                                                                                                                 | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1397082.58    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V5.673 03/15/30 144A                                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     700000 | PA      | $718047.33     | 0.00%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                                           | RWE AG NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      84181 | NS      | $5663600.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                             | Henkel AG & Co. KGaA NON-VTG PRF NPV                                                                                                 | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      52227 | NS      | $4034492.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CF 2019-CF2 MORTGAGE TRUST                                                                       | CF 2019-CF2 A4                                                                                                                       | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     888383 | PA      | $837092.15     | 0.00%             | 2052-11-18      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3401000 | NC      | $7.78          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 3.5 12/01/45                                                                                                                       | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |     102000 | PA      | $61922.23      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 1.4 10/30/31                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     300000 | PA      | $301895.31     | 0.00%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                                | Standard Life PLC ORD GBP0.10                                                                                                        | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     179246 | NS      | $1623344.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co., Ltd.                                                                          | Fuji Electric Co., Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      23754 | NS      | $1664016.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   11390000 | OU      | $133.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                           | BX 2026-VLT9 A                                                                                                                       | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1890803.24    | 0.01%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ORIENTAL REPUBLIC OF URUGUAY                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-7205.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                                       | EART 2026-1A C                                                                                                                       | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     469000 | PA      | $463048.81     | 0.00%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-125864.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB3599                                                                                                                            | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5114473 | PA      | $4714604.12    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                                         | AGC Inc. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |      21600 | NS      | $765234.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                             | GGB 4.125 06/15/54                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     753000 | PA      | $822558.63     | 0.00%             | 2054-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.625 04/04/32                                                                                                                    | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     590000 | PA      | $603522.56     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                                 | Markel Group Inc COM                                                                                                                 | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |       1390 | NS      | $2660557.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                                          | Heidelberg Materials AG NPV                                                                                                          | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       1455 | NS      | $307058.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.522 04/22/31                                                                                                                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4112000 | PA      | $3799172.54    | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS9126                                                                                                                            | CUSIP: 3140XRD85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2831882 | PA      | $2806804.40    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                          | ZIGGO 5 01/15/32 144a                                                                                                                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    2075000 | PA      | $1781366.75    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 3.125 05/15/27 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1875000 | PA      | $2144192.05    | 0.01%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.875 05/13/36 12.5                                                                                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     275000 | PA      | $339323.75     | 0.00%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mercadolibre Inc                                                                                 | Mercadolibre Inc COM                                                                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        648 | NS      | $1120404.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                                             | Cognizant Technology Solutions Corp. CL A                                                                                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     203800 | NS      | $12503130.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-80876.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.75 02/01/32 144A                                                                                                              | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     375000 | PA      | $372187.50     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sofi Professional Loan Program 2020-A Trust                                                      | SOFI 2020-A A2FX                                                                                                                     | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      73168 | PA      | $70701.28      | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                                                                | Isuzu Motors Ltd. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     253600 | NS      | $3652034.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-91814.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                                                                           | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |    2000000 | PA      | $294646.21     | 0.00%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V5.385 01/16/36 MTN                                                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     211000 | PA      | $209217.29     | 0.00%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 6.5 10/15/30 144A                                                                                                               | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1143851.54    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -6835000 | NC      | $-44072.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K736 X1                                                                                                                         | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      76466 | PA      | $104.01        | 0.00%             | 2026-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                                                                     | ITOCHU Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     543500 | NS      | $6913587.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 02/01/29                                                                                                                   | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1899988.28    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 08/15/35                                                                                                                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5282400 | PA      | $5263416.38    | 0.02%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 8.5 01/15/36 144A                                                                                                               | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     900000 | PA      | $938851.27     | 0.00%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | Home Depot Inc. COM                                                                                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      52358 | NS      | $17220022.62   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.566 04/29/32                                                                                                                 | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     625000 | PA      | $613343.74     | 0.00%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 2.875 08/15/30                                                                                                                  | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1092186.60    | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FG A92914                                                                                                                            | CUSIP: 312941GX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1211 | PA      | $1218.93       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5.25 02/15/31 144A                                                                                                             | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     657000 | PA      | $402714.72     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 09/30/26                                                                                                                       | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     270000 | PA      | $269630.86     | 0.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.223 05/01/29                                                                                                                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     210000 | PA      | $208767.95     | 0.00%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd.                                                                      | Dai Nippon Printing Co Ltd. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     167500 | NS      | $3051849.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                                  | Sandoz Group AG CHF0.05                                                                                                              | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      40228 | NS      | $3151899.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-48051.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.7 12/30/34 144A                                                                                                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     555000 | PA      | $559294.09     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 05/31/32                                                                                                                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12990000 | PA      | $13025519.53   | 0.06%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                                                                  | Deere & Company COM                                                                                                                  | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      29080 | NS      | $16380764.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT (WORLD BANK)                               | IBRD 0 03/31/27                                                                                                                      | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    1500000 | PA      | $1440627.00    | 0.01%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | Oracle Corp. COM                                                                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     129397 | NS      | $19035592.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd.                                                                         | Mahindra & Mahindra Ltd. INR5                                                                                                        | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      61389 | NS      | $1925562.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MetLife Inc. 5.625% NON-CUMULATIVE PREFERRED STOCK, SERIES E                                                                         | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      14519 | NS      | $325806.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd.                                                                                 | Mitsui & Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     162200 | NS      | $6269463.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-27658.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 01/30/28 144A                                                                                                                | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     578000 | PA      | $488201.92     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1                                              | ACAR 2026-1 C                                                                                                                        | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1193000 | PA      | $1189182.28    | 0.01%             | 2033-01-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Japan Exchange Group Inc                                                                         | Japan Exchange Group Inc NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |      45800 | NS      | $534851.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS DKK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $4250.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                                                                  | ALPEKA 4.25 09/18/29 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     250000 | PA      | $229364.00     | 0.00%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-400343.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/44                                                                                                                         | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26985000 | PA      | $10703887.80   | 0.05%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG Energy, Inc. COM NEW                                                                                                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      30000 | NS      | $4384200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.375 02/19/30 5Y                                                                                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2423000 | PA      | $2459345.00    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.615 03/15/28                                                                                                                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1601671.67    | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                            | Jacobs Solutions Inc. COM                                                                                                            | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      29300 | NS      | $3729304.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 2.5 02/01/31                                                                                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1310443.65    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | Amgen Inc. COM                                                                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      42387 | NS      | $14913865.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                                            | International Business Machines Corp. COM                                                                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      69025 | NS      | $16730969.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3421000 | NC      | $-43234.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3923.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $883546.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                 | MS V5.504 05/26/28 BKNT                                                                                                              | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1011430.78    | 0.00%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | M&T Bank Corporation COM                                                                                                             | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      44482 | NS      | $9195319.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Talanx AG                                                                                        | Talanx AG NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      29610 | NS      | $3674219.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.45 09/29/27                                                                                                                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     370000 | PA      | $369931.03     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brazos Securitization LLC                                                                        | BRELPO 5.014 09/01/31 144A                                                                                                           | CUSIP: 106230AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198347 | PA      | $199324.54     | 0.00%             | 2031-09-01      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd.                                                                                  | Chiba Bank Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: FGJPAKKCTZVSKZXNBS63 | Long             | EC               | CORP              | JP        |      57500 | NS      | $744312.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 3.625 02/13/30                                                                                                                   | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    1300000 | PA      | $1523622.39    | 0.01%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 4.375 07/15/30 144A                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2043136.93    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 4.5 09/15/31 144A                                                                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1000641.64    | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.5 03/12/34 10Y                                                                                                              | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     600000 | PA      | $607875.00     | 0.00%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 2.1 08/01/27                                                                                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     515000 | PA      | $499023.40     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Dominican Republic                                                                               | DOMREP 7.05 02/03/31 144A                                                                                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $206800.00     | 0.00%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.5 08/15/30 144A                                                                                                               | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $46665.12      | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                               | Vertiv Holdings Co COM CL A                                                                                                          | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      19100 | NS      | $4786078.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-271950.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3437000 | NC      | $-12563.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CSWAP JPY VS USD                                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8732.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Steris PLC                                                                                       | Steris PLC ORD USD0.001                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       9300 | NS      | $2056509.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc.                                                                                  | GTN 5.375 11/15/31 144A                                                                                                              | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    3262000 | PA      | $2411531.79    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $16284.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                                       | WWW 4 08/15/29 144A                                                                                                                  | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     160000 | PA      | $148123.37     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.75 01/15/28                                                                                                                    | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1725428.75    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                                        | Rockwell Automation, Inc. COM                                                                                                        | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      22488 | NS      | $8070493.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6.125 05/22/28 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $204596.00     | 0.00%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3421000 | NC      | $4.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEREGA SA                                                                                        | TEREGA 0.875 09/17/30                                                                                                                | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1309354.97    | 0.01%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $294438.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corporation.                                                                              | Incyte Corporation. COM                                                                                                              | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      79400 | NS      | $7473128.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-80542.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 5 03/05/37 13Y                                                                                                                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     630000 | PA      | $606746.70     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust RUS 1000 VAL ETF                                                                                                       | CUSIP: 464287598<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    1803988 | NS      | $385458115.96  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                                                   | DTE Energy Co. COM                                                                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      24800 | NS      | $3626256.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                                                                            | Westpac Banking Corp. NPV                                                                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     129336 | NS      | $3574235.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 7 01/15/28 144A                                                                                                                | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     107000 | PA      | $93247.29      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3471000 | NC      | $14.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                                  | The Estee Lauder Companies Inc. CL A                                                                                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      34772 | NS      | $2495586.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-759.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | Societe Generale S.A. EUR1.25                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      62070 | NS      | $4532159.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.75 03/01/33 144A                                                                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     330000 | PA      | $335199.09     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                                                            | Kirin Holdings Co Ltd NPV                                                                                                            | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     339200 | NS      | $5395378.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -11390000 | OU      | $-23999.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2406.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.04 05/01/27                                                                                                                     | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1196292.26    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 6 06/01/29 144A                                                                                                               | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     600000 | PA      | $580243.70     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS UNITED STATES TREASURY NOTE/BOND                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $712.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-42752.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2825                                                                                                                            | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     950382 | PA      | $863125.55     | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | SWOP CDS CDX.NA.IG.45.V1                                                                                                             | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        | -106870000 | OU      | $-50910.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-32649.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ventas Inc.                                                                                      | Ventas Inc. COM                                                                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     103299 | NS      | $8447792.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Price T Rowe Group Inc.                                                                          | Price T Rowe Group Inc. COM                                                                                                          | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      71000 | NS      | $6399940.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ManpowerGroup Inc.                                                                               | ManpowerGroup Inc. COM                                                                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     170400 | NS      | $5019984.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 3.5 09/19/29                                                                                                                     | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2150000 | PA      | $2437861.03    | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1923322.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.97 04/06/29                                                                                                                      | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1827067.68    | 0.01%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $27157.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                                    | OPTN 2026-A A                                                                                                                        | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1240000 | PA      | $1233580.27    | 0.01%             | 2034-01-08      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                        | Prosus NV EUR0.05 (N SHARES)                                                                                                         | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      84325 | NS      | $3903873.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TSB Bank PLC                                                                                     | TSBLN 2.704 02/18/30                                                                                                                 | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1820237.57    | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $33181.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc                                                                         | Darling Ingredients, Inc COM                                                                                                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      84100 | NS      | $5201585.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                                                                      | Pfizer Inc. COM                                                                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     506619 | NS      | $14225861.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Jennison Natural Resources Fund, Inc.                                                 | PGIM Jennison Natural Resources Fund                                                                                                 | CUSIP: 74441K602<br>LEI: 549300T3SIDH9JN6B631 | Long             | EC               | RF                | US        |      22643 | NS      | $1993236.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazil Minas SPE                                                                                 | MINASG 5.333 02/15/28 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    3020000 | PA      | $3025677.60    | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman C (E) 17-24A                                                                    | NEUB 2017-24A AR2                                                                                                                    | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |   54750000 | PA      | $54769852.35   | 0.25%             | 2038-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS WELLS FARGO & COMPANY                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1298.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-246521.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1035.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                                  | Antofagasta PLC ORD GBP0.05                                                                                                          | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | GB        |      62932 | NS      | $2822152.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 05/29/31 M                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  145760000 | PA      | $7740536.70    | 0.04%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                             | FYBR 6 01/15/30 144A                                                                                                                 | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1469051.33    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                                     | Nordson Corp COM                                                                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       9490 | NS      | $2524909.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                               | SO 5.75 09/15/33                                                                                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     510000 | PA      | $530124.72     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                                          | GSK plc ORD GBP0.3125                                                                                                                | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     264345 | NS      | $7281509.38    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3510000 | NC      | $-215800.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMF 2019-K92 MORTGAGE TRUST                                                                    | FREMF 2019-K92 B                                                                                                                     | CUSIP: 302973AG7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     700000 | PA      | $689400.82     | 0.00%             | 2052-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                                    | Owens Corning COM                                                                                                                    | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      11200 | NS      | $1212064.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                                                                                   | Lonza Group AG CHF1 (REGD)                                                                                                           | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       1163 | NS      | $746086.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-911096.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.375 01/31/32 144A                                                                                                               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     874000 | PA      | $814654.87     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RB Global Inc                                                                                    | RB Global Inc COM                                                                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      34500 | NS      | $3306825.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $14020.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corporation                                                                              | FTV 3.7 08/15/29                                                                                                                     | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     750000 | PA      | $869826.25     | 0.00%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 6.5 03/30/34                                                                                                                    | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     265000 | PA      | $286520.64     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                                 | Packaging Corporation of America COM                                                                                                 | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      10004 | NS      | $2123048.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                                      | Aker BP ASA NOK1                                                                                                                     | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      21788 | NS      | $805479.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Montreal (City of)                                                                               | MNTRL 3.15 09/01/28                                                                                                                  | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     500000 | PA      | $359575.34     | 0.00%             | 2028-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eneos Holdings Inc                                                                               | Eneos Holdings Inc NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     615700 | NS      | $5547540.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI Inc. COM                                                                                                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      13800 | NS      | $7438338.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 3.1 07/15/31 144A                                                                                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     810000 | PA      | $738714.82     | 0.00%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3518000 | NC      | $-72957.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                                                | ROCKT 2018-2A A                                                                                                                      | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |     634478 | PA      | $634634.78     | 0.00%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V6.375 PERP -*                                                                                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     324000 | PA      | $380075.38     | 0.00%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                                  | Nordea Bank ABP NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     413922 | NS      | $7127390.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $128928.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745458                                                                                                                            | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $6.71          | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.691 06/05/28                                                                                                                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1991608.64    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                    | QUALCOMM Inc. COM                                                                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      60508 | NS      | $7792220.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/40                                                                                                                         | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $544734.24     | 0.00%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-209.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $52906.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                                               | FISV 3.5 06/15/32                                                                                                                    | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    1700000 | PA      | $1870136.40    | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                                           | The TJX Companies Inc. COM                                                                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     107519 | NS      | $17170784.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS DOMINICAN REPUBLIC                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $18832.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1834.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 6 12/31/30 144A                                                                                                                  | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1907337.12    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8 12/31/32 144A                                                                                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1385980.26    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 6.625 10/15/32 144A                                                                                                           | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     565000 | PA      | $574032.16     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Terumo Corp.                                                                                     | Terumo Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |     169500 | NS      | $2277191.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   47505000 | OU      | $263.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | Vici Properties Inc COM                                                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     413500 | NS      | $11296820.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        213 | NC      | $-861791.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $26450.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc.                                                                                    | Teradyne Inc. COM                                                                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      37700 | NS      | $11176542.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                                               | F 6.625 10/01/28                                                                                                                     | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     420000 | PA      | $434308.06     | 0.00%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COLOMBIA                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $86869.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Croatia (Republic Of)                                                                            | CROATI 1.125 03/04/33                                                                                                                | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     200000 | PA      | $199772.49     | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| East West Bancorp Inc                                                                            | East West Bancorp Inc COM                                                                                                            | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      22782 | NS      | $2432206.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                                          | CRH PLC ORD EUR 0.32                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      17500 | NS      | $1839600.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                                                          | ADT Inc COM                                                                                                                          | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1360400 | NS      | $8937828.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $56553.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                                | Exxon Mobil Corp. COM                                                                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     360954 | NS      | $61239455.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-59165.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                                   | Kingfisher PLC ORD GBP0.157142857                                                                                                    | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    1037260 | NS      | $3944012.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | CAD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17854.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | Solventum Corp. COM SHS                                                                                                              | CUSIP: 83444M101<br>LEI: 254900I70403OSGY4M28 | Long             | EC               | CORP              | US        |      28900 | NS      | $1887170.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America Corp.                                                                            | BAC V3.846 03/08/37                                                                                                                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     259000 | PA      | $239740.55     | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                                        | Tesco PLC ORD GBP0.0633333                                                                                                           | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    1128592 | NS      | $7093235.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                                | DOC 5.375 02/15/35                                                                                                                   | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2106802.47    | 0.01%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ConocoPhillips                                                                                   | ConocoPhillips COM                                                                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     276074 | NS      | $36441768.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 783578                                                                                                                            | CUSIP: 36241L6P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        450 | PA      | $446.43        | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-5                                                                | VERUS 2021-5 A2                                                                                                                      | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     391775 | PA      | $338633.74     | 0.00%             | 2066-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                                                                                | Airtel Africa PLC ORD USD0.5                                                                                                         | CUSIP: 000000000<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |     525460 | NS      | $2423075.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 07/16/26                                                                                                                         | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     780000 | PA      | $771774.00     | 0.00%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                                         | Asahi Group Holdings Ltd NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     660200 | NS      | $6591852.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-1                                                                    | LFT 2021-1A A                                                                                                                        | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     255000 | PA      | $249682.41     | 0.00%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.375 08/15/43                                                                                                                     | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3285000 | PA      | $3100732.03    | 0.01%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 6.5 09/26/33 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2270000 | PA      | $2365816.70    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $44791.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORICA LTD                                                                                        | Orica Ltd. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     147813 | NS      | $2077447.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                                | ASML Holding N.V. EUR0.09                                                                                                            | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      27783 | NS      | $36944628.99   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |          1 | NC      | $234839.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                                                            | Evolution Mining Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     377731 | NS      | $3401358.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3417000 | NC      | $3.55          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                                 | BANK5 2024-5YR10 A3                                                                                                                  | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1980000 | PA      | $2017437.05    | 0.01%             | 2057-10-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $35650.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roku Inc                                                                                         | Roku Inc COM CL A                                                                                                                    | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      20400 | NS      | $1930248.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1Q0081                                                                                                                            | CUSIP: 3128S4CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        687 | PA      | $707.24        | 0.00%             | 2036-03-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust MSCI EAFE ETF                                                                                                          | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     443996 | NS      | $43125331.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 4.625 08/01/29                                                                                                                   | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |     280000 | PA      | $218120.27     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                                                                     | National Australia Bank Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     146909 | NS      | $4249441.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB Group PLC ORD EUR0.625                                                                                                           | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |    1008198 | NS      | $10762628.48   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Manitoba (Province of)                                                                           | MP 3.2 03/05/50                                                                                                                      | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    1500000 | PA      | $834059.95     | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 1.5 09/20/43 186                                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1248450000 | PA      | $6140569.43    | 0.03%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V7 PERP                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $241780.70     | 0.00%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS PLN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $171950.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ametek, Inc.                                                                                     | Ametek, Inc. COM                                                                                                                     | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      49730 | NS      | $10660122.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                                                       | DIAMOND SPORTS GRP LLC- CS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26776 | NS      | $5033.89       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.065 01/21/37                                                                                                                   | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     516000 | PA      | $505231.63     | 0.00%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-3EXT                                                           | HGVT 2025-3EXT B                                                                                                                     | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403981 | PA      | $401057.77     | 0.00%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.948 01/19/38                                                                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     693000 | PA      | $710282.26     | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.739 10/15/30                                                                                                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2519000 | PA      | $2372663.51    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SLOVAKIA                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $4647.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $66472.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                                                                 | COMILA 4.019 06/29/35                                                                                                                | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |    1500000 | PA      | $1710838.89    | 0.01%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                             | Macquarie Group Ltd. NPV                                                                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |      19220 | NS      | $2730332.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                                                       | Neurocrine Biosciences Inc COM                                                                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      41800 | NS      | $5506732.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1B2786                                                                                                                            | CUSIP: 3128JM6Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        423 | PA      | $432.20        | 0.00%             | 2035-02-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 7 02/01/30 144A                                                                                                                   | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1821652.18    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                               | URI 3.875 02/15/31                                                                                                                   | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      86000 | PA      | $80880.91      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -5288000 | NC      | $-23422.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.625 02/01/31                                                                                                                    | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1449565.70    | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Munich Reinsurance AG                                                                            | Munich Reinsurance AG NPV(REGD)                                                                                                      | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      14843 | NS      | $9373967.52    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc.                                                                         | Comfort Systems USA Inc. COM                                                                                                         | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       4100 | NS      | $5653859.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/45                                                                                                                         | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     455000 | PA      | $166004.82     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.412 03/31/31                                                                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2619000 | PA      | $2586840.08    | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | GBP/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-392.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C01511                                                                                                                            | CUSIP: 31292HVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1046 | PA      | $1078.72       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-24883.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 4.25 09/25/30 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1000000 | PA      | $1258393.90    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.625 11/01/30 144A                                                                                                               | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1427251.15    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.619 11/06/31                                                                                                                 | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1885000 | PA      | $1855789.10    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | Softbank Group Corp. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |     399983 | NS      | $9739486.37    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | COP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $32389.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                                                             | Invitation Homes Inc. COM                                                                                                            | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | EC               | CORP              | US        |      90900 | NS      | $2258865.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTU HOLDINGS LTD                                                                                | Futu Holdings Ltd. SPON ADS CL A                                                                                                     | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |      25274 | NS      | $3456472.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO PLC                                                                                        | SEGRO PLC ORD GBP0.10                                                                                                                | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     251946 | NS      | $2159822.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                                                 | DIAMOND SPORTS GRP LLC- WARRANTS                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50081 | NS      | $0.50          | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.875 04/15/32 144A                                                                                                              | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     515000 | PA      | $532912.45     | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RIO Tinto Limited                                                                                | RIO Tinto Limited NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      25670 | NS      | $2916461.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1                                              | ACAR 2026-1 D                                                                                                                        | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1073000 | PA      | $1065027.72    | 0.00%             | 2033-01-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                                     | BULENR 2.45 07/22/28                                                                                                                 | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |    1100000 | PA      | $1214220.43    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX V8.125 06/15/53                                                                                                                  | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     171000 | PA      | $173863.12     | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18995.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2025/2 LTD                                                                    | ROCKT 2025-2A A1                                                                                                                     | CUSIP: 77342RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15008200.50   | 0.07%             | 2038-03-31      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6282                                                                                                                            | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     281809 | PA      | $244175.95     | 0.00%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES 3.95 07/15/30 144A                                                                                                               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     120000 | PA      | $114754.80     | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V4.75 06/21/30 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     250000 | PA      | $299394.05     | 0.00%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                             | Delta Air Lines Inc. COM NEW                                                                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |      48600 | NS      | $3230928.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 1.75 07/13/30 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2000000 | PA      | $2035659.90    | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 3295                                                                                                                              | CUSIP: 36202DUU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        166 | PA      | $171.39        | 0.00%             | 2032-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Matsukiyococokara & Co.                                                                          | Matsukiyococokara & Co. NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     129700 | NS      | $2064347.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                                                                               | AVNT 6.25 11/01/31 144A                                                                                                              | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     535000 | PA      | $538614.44     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                                     | Chevron Corp. COM                                                                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     190311 | NS      | $39375345.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 4.875 02/15/30 144A                                                                                                            | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |     506000 | PA      | $464897.62     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 10/31/32                                                                                                                      | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19580000 | PA      | $19173103.13   | 0.09%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Smith(Ao)Corp                                                                                    | Smith(Ao)Corp COM                                                                                                                    | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |      39600 | NS      | $2611224.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco Santander SA                                                                               | SANTAN 5.565 01/17/30                                                                                                                | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4800000 | PA      | $4903500.96    | 0.02%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd.                                                                           | Daiichi Sankyo Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      90500 | NS      | $1619105.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | Fiserv Inc. COM                                                                                                                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      98400 | NS      | $5490720.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -496 | NC      | $615726.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 6.25 09/15/27 144A                                                                                                             | CUSIP: 11283YAB6<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |     741000 | PA      | $738984.48     | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.244 01/24/31                                                                                                                  | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2104527.00    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 5.75 02/01/27 144A                                                                                                              | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5029.34       | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41                                                    | CGCMT 2019-GC41 A4                                                                                                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     385000 | PA      | $360872.09     | 0.00%             | 2056-08-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SEK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $68148.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $160927.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-436589.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.15 04/23/31                                                                                                                   | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1883442.02    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                                       | Legrand SA EUR4                                                                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      24018 | NS      | $3731307.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Platinum Securities Cayman SPC                                                                   | BZBLUE 4.47 10/20/40 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 549300NYPBZU1RQXOM37 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $887400.00     | 0.00%             | 2040-10-20      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                             | PRM7 2025-PRM7 A                                                                                                                     | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1074199.72    | 0.00%             | 2042-11-13      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59                                                   | WFCM 2021-C59 A5                                                                                                                     | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140000 | PA      | $126043.60     | 0.00%             | 2054-04-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V7.75 PERP 144A                                                                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     556000 | PA      | $572207.40     | 0.00%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL0251                                                                                                                            | CUSIP: 3138EGH56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1142 | PA      | $1148.43       | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                                       | VLCYVG 8 06/01/29 144A                                                                                                               | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $526890.36     | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | SWOP CDS CDX.NA.HY.45.V2                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |  -21880000 | OU      | $-159227.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       6223 | NC      | $-9568322.71   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                                                                                  | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1660642.04    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                        | EOFP 5.625 06/15/30 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     270000 | PA      | $313249.80     | 0.00%             | 2030-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | Exelon Corp. COM                                                                                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     134300 | NS      | $6583386.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS SIEMENS AG                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $994.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | Mizuho Financial Group Inc. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     119400 | NS      | $4833761.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -263 | NC      | $673733.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Company                                                                                       | 3M Company COM                                                                                                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      77669 | NS      | $11279868.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                                    | Netflix, Inc. COM                                                                                                                    | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     289350 | NS      | $27821002.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                                              | Analog Devices Inc. COM                                                                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      77289 | NS      | $24588722.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wartsila Oyj Abp                                                                                 | Wartsila Oyj Abp NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     115242 | NS      | $4292533.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 5 11/15/35                                                                                                                       | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     220000 | PA      | $212894.15     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                                             | Tencent Holdings Ltd. HKD0.00002                                                                                                     | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      43188 | NS      | $2723970.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                                                                | Elbit Systems Ltd ILS1                                                                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       2477 | NS      | $2088387.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CMBX.NA.19.AAA                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-3332.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                       | Vonovia SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |     161049 | NS      | $4028227.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-Inv1                                                    | STAR 2020-INV1 A1                                                                                                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     172687 | PA      | $165906.84     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745761                                                                                                                            | CUSIP: 31403DQN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        938 | PA      | $965.76        | 0.00%             | 2036-08-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $86653.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.6 04/01/34                                                                                                                     | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122534.59     | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.125 07/20/45                                                                                                                   | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     140000 | PA      | $123160.73     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | NZD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7384.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        990 | NC      | $-2879421.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5 02/15/36                                                                                                                      | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     820000 | PA      | $806114.42     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                                                               | Crown Holdings Inc COM                                                                                                               | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      13099 | NS      | $1313174.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/NZD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5823.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 4.75 02/26/29                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $229618.85     | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co Ltd.                                                                      | HD Hyundai Electric Co Ltd. KRW5000                                                                                                  | CUSIP: 000000000<br>LEI: 988400CSDKM9UHLHGB91 | Long             | EC               | CORP              | KR        |       3108 | NS      | $1761266.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-1 LLC                                                            | EFF 2024-1 A2                                                                                                                        | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335752 | PA      | $337395.23     | 0.00%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                                      | Phillips 66 COM                                                                                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      61100 | NS      | $11131198.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Balder Finland Oyj                                                                               | BALDER 1 01/20/29 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |     955000 | PA      | $1009171.71    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C2                                                   | WFCM 2024-5C2 A3                                                                                                                     | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3715000 | PA      | $3858205.45    | 0.02%             | 2057-11-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1599                                                                                                                            | CUSIP: 36179NX45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16686 | PA      | $15268.83      | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.425 08/15/35 MTN                                                                                                              | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     570000 | PA      | $569084.21     | 0.00%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 6.25 02/01/29                                                                                                                    | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1044946.55    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-529302.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 05/15/51                                                                                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10500000 | PA      | $6567421.88    | 0.03%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1125.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-70834.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                                                                     | Sartorius AG NON VTG PFD NPV                                                                                                         | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |      16537 | NS      | $4137833.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Pennymac Financial Services Inc                                                                  | PFSI 7.875 12/15/29 144A                                                                                                             | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1646000 | PA      | $1686983.04    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                                            | Element Solutions Inc COM                                                                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      75400 | NS      | $2574156.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                                            | Uber Technologies Inc COM                                                                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     292442 | NS      | $21035353.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2019-BNK20                                                                                  | BANK 2019-BN20 A2                                                                                                                    | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     526148 | PA      | $496266.42     | 0.00%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 9 01/31/40 2040                                                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   26250000 | PA      | $1459105.97    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 254550                                                                                                                            | CUSIP: 31371KWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        910 | PA      | $962.06        | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini Russell 2000 Index Futures, Jun-2026,ETH                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        735 | NC      | $-347396.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7386.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.384 01/23/30                                                                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     360000 | PA      | $368340.29     | 0.00%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    6943000 | NC      | $586.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 4.9 02/13/36                                                                                                                     | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     208000 | PA      | $203672.74     | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                                       | Canon Inc. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |      63800 | NS      | $1770280.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                      | Pepsico Inc COM                                                                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     126830 | NS      | $19695430.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTOWN RE VII LTD                                                                               | OMIR 2021-2 M1B                                                                                                                      | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      74541 | PA      | $75017.80      | 0.00%             | 2034-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18929.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                          | STACR 2021-HQA4 M2                                                                                                                   | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |     200000 | PA      | $201376.00     | 0.00%             | 2041-12-26      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | Credit Agricole S.A. EUR3                                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     257261 | NS      | $4801609.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -12447000 | OU      | $-119443.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                                 | Roche Holding AG SPONSORED ADR                                                                                                       | CUSIP: 771195104<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      28088 | NS      | $1396254.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4243.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.5 09/18/28 144A                                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1450000 | PA      | $1726680.97    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC / Asurion Co-Issuer Inc.                                                             | ASUCOR 8.375 02/01/34 144A                                                                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $2030843.16    | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.125 PERP V                                                                                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     825000 | PA      | $812064.22     | 0.00%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.125 05/01/27 144A                                                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $95017.28      | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                              | Cisco Systems, Inc. COM                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     297317 | NS      | $23068826.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BROAD RIVER BSL FUNDING CLO LTD                                                                  | BDRVR 2020-1A AR                                                                                                                     | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4000575.60    | 0.02%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                                      | ANZ V5.101 02/03/33 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2800000 | PA      | $3309909.91    | 0.02%             | 2033-02-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS ISRAEL ELECTRIC CORP LTD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1807.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/43                                                                                                                         | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28610000 | PA      | $11837792.11   | 0.06%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                                            | OK OKSDEV 4.13 12/01/2033                                                                                                            | CUSIP: 6789084F8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    3692858 | PA      | $3660283.30    | 0.02%             | 2033-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GE Healthcare Technologies Inc. COMMON STOCK                                                                                         | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |      33357 | NS      | $2374351.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SYMPHONY CLO XIX LTD                                                                             | SYMP 2018-19A A                                                                                                                      | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      61656 | PA      | $61607.63      | 0.00%             | 2031-04-16      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.667 04/25/36                                                                                                                  | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     230000 | PA      | $237840.12     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 4.625 04/15/29 144A                                                                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     507000 | PA      | $497013.03     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 3530                                                                                                                              | CUSIP: 36202D4P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        588 | PA      | $606.09        | 0.00%             | 2034-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ball Corporation                                                                                 | Ball Corporation COM                                                                                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      20500 | NS      | $1211755.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 3.5 06/27/31                                                                                                                    | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2812269.74    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V3.85 09/16/32 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2300000 | PA      | $2653068.44    | 0.01%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                                                                          | ANZ Group Holdings Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     256074 | NS      | $6439044.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 2.25 01/15/29                                                                                                                   | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     620000 | PA      | $579314.25     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A D                                                                                                                      | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $206262.74     | 0.00%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                                                            | CRNPT 2018-7A AR                                                                                                                     | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      42689 | PA      | $42688.78      | 0.00%             | 2031-10-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                | RHP 6.5 04/01/32 144A                                                                                                                | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1599024.28    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1003.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                     | KBCBB V4.454 09/23/31 144A                                                                                                           | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     735000 | PA      | $723512.39     | 0.00%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.449 07/20/29                                                                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     580000 | PA      | $590639.78     | 0.00%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4514                                                                                                                            | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     920128 | PA      | $849187.17     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                             | BLAST 2026-1 D                                                                                                                       | CUSIP: 107927AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     599000 | PA      | $592207.52     | 0.00%             | 2031-11-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                                | ILIADH 7 10/15/28 144A                                                                                                               | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $200562.50     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-660723.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | EUR/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-85312.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-213494.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 3.75 01/15/32                                                                                                                    | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3526735.26    | 0.02%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -6943000 | NC      | $-35803.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS BRL                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $13424.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-120507.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.5 04/15/34 144A                                                                                                                | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     415000 | PA      | $409040.26     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Halma PLC                                                                                        | Halma PLC ORD GBP0.10                                                                                                                | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      88390 | NS      | $4510609.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                                                                      | Shopify Inc CL A SUB VTG SHS                                                                                                         | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      27098 | NS      | $3214364.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3437000 | NC      | $1.20          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | SEK/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36319.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ4                                                     | GSMBS 2026-CES1 A1                                                                                                                   | CUSIP: 36277LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     416383 | PA      | $412741.53     | 0.00%             | 2056-05-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | Carrier Global Corporation COM                                                                                                       | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |      94026 | NS      | $5294604.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Visa Inc                                                                                         | Visa Inc COM CL A                                                                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     104968 | NS      | $31725528.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3665                                                                                                                            | CUSIP: 36179SCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        730 | PA      | $721.83        | 0.00%             | 2046-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q51124                                                                                                                            | CUSIP: 3132XTHA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1388 | PA      | $1337.31       | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 650075                                                                                                                            | CUSIP: 31390MFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        716 | PA      | $740.23        | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc.                                                                        | Agilent Technologies Inc. COM                                                                                                        | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      21100 | NS      | $2404978.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                                                       | Ferrari N V COM EUR0.01                                                                                                              | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       2239 | NS      | $759701.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | Mitsubishi UFJ Financial Group Inc. NPV                                                                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    1317500 | NS      | $22310459.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 5.371 04/04/29 144A                                                                                                           | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1712533.20    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $119.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                                      | Avnet, Inc. COM                                                                                                                      | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      72100 | NS      | $4442802.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                                                                                    | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-6905.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5 04/15/34                                                                                                                       | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1625272.93    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                              | Valero Energy Corp. COM                                                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      13207 | NS      | $3263185.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                                                                            | Sonic Healthcare Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     129642 | NS      | $1842055.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21332.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                                                             | Galp Energia SGPS SA EUR1                                                                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |     147783 | NS      | $3543481.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-32062.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust JPMORGAN USD EMG                                                                                                       | CUSIP: 464288281<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     915398 | NS      | $85983334.14   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPAIN 5.25 04/06/29 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $133364.61     | 0.00%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $12339.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                                       | Dollar General Corporation COM                                                                                                       | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      45600 | NS      | $5414088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Transfer LP                                                                               | ET 7.375 02/01/31 144A                                                                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     875000 | PA      | $907483.69     | 0.00%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                        | CSTL 2025-GATE2 A                                                                                                                    | CUSIP: 12676JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1243902 | PA      | $1222907.05    | 0.01%             | 2042-11-13      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                                                                               | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1558000 | PA      | $1515456.94    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4 11/15/42                                                                                                                         | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45214000 | PA      | $40918670.00   | 0.19%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V5.545 01/21/29 144A                                                                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $405440.00     | 0.00%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23114.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/CLP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25654.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                                          | OMFIT 2023-1A A                                                                                                                      | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1530428.25    | 0.01%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 5.5 01/15/28 144A                                                                                                                | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    1412000 | PA      | $1399765.50    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                             | NSWTC 4.75 02/20/35                                                                                                                  | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    3510000 | PA      | $2298634.78    | 0.01%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockwool A/S                                                                                     | Rockwool A/S SER'B'DKK1                                                                                                              | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      16760 | NS      | $465504.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-402392.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                                     | Cadence Design Systems, Inc. COM                                                                                                     | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      17000 | NS      | $4723790.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BTG Pactual S.A.                                                                           | Banco BTG Pactual S.A. UNITS(1COM & 2PRF A) 02/17                                                                                    | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |     176417 | NS      | $1926679.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY LEWIS CLO 7 LTD                                                                          | KLLM 7A A1R                                                                                                                          | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20006620.00   | 0.09%             | 2037-04-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HOYA Corp.                                                                                       | HOYA Corp. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      70000 | NS      | $12135230.36   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                                      | Walmart Inc COM                                                                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     405104 | NS      | $50346325.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE 3.25 09/05/29 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     330000 | PA      | $377944.23     | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                              | Cheniere Energy Inc COM NEW                                                                                                          | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      30870 | NS      | $8759671.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 865985                                                                                                                            | CUSIP: 31409BCW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        963 | PA      | $993.63        | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 11/30/26                                                                                                                      | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71605000 | PA      | $71837156.84   | 0.33%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3518000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVIII LTD                                                                          | SCUL 28A B1R                                                                                                                         | CUSIP: 81124LAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $19967816.00   | 0.09%             | 2035-01-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                                        | Palantir Technologies Inc CL A                                                                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      76600 | NS      | $11205048.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | TRS TREASURY BOND                                                                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1246977.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Swiss RE AG                                                                                      | Swiss RE AG CHF0.10                                                                                                                  | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      15453 | NS      | $2595752.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                                     | PSDO 7.5 06/01/31 144A                                                                                                               | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     895000 | PA      | $891339.35     | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $67972.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $7443.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-34890.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2624.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie de Saint-Gobain SA                                                                     | Compagnie de Saint-Gobain SA EUR4                                                                                                    | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      54872 | NS      | $4543096.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 1.1 03/12/33                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1100000 | PA      | $1021648.88    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UnitedHealth Group Inc. COM                                                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      92147 | NS      | $24934056.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                                                        | Shell PLC SPON ADS                                                                                                                   | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     164497 | NS      | $15298221.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Prudential Investment Portfolios 12                                                              | PGIM Global Real Estate Fund                                                                                                         | CUSIP: 744336876<br>LEI: 549300TIDSYQDWW4LP02 | Long             | EC               | RF                | US        |    4176154 | NS      | $88409180.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.25 11/01/39                                                                                                                  | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     540000 | PA      | $415767.83     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Company International Ltd.                                                | TENGIZ 3.25 08/15/30 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $276900.00     | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                                                                     | Sun Hung Kai Properties Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |      82000 | NS      | $1365368.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | AUD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9410.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 6.875 11/01/29 144A                                                                                                              | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     745000 | PA      | $745001.98     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                                                      | Advanced Micro Devices Inc. COM                                                                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      99008 | NS      | $20141197.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                                  | Eli Lilly & Co. COM                                                                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      77127 | NS      | $70939100.79   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co. NV (The)                                                                    | Magnum Ice Cream Co. NV (The) ORD EUR3.50 (DI)                                                                                       | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      29405 | NS      | $432716.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.373 07/21/36                                                                                                                  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125979.18     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.753 04/06/33                                                                                                                     | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196047.40     | 0.00%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 4.625 02/01/29 144A                                                                                                              | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     845000 | PA      | $834791.35     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 MORTGAGE TRUST                                                                      | BMO 2024-5C3 A3                                                                                                                      | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     760000 | PA      | $778471.88     | 0.00%             | 2057-02-16      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| DISCO CORP                                                                                       | DISCO Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       5700 | NS      | $2323224.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generac Holdings Inc.                                                                            | Generac Holdings Inc. COM                                                                                                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |       6105 | NS      | $1192489.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.375 08/15/42                                                                                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14860000 | PA      | $12412743.75   | 0.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 3.25 10/15/28                                                                                                                    | CUSIP: 023771S25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      85974 | PA      | $81836.00      | 0.00%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ORACLE CORP                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-11851.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                                           | AEGEBZ 9 01/20/31 144A                                                                                                               | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     800000 | PA      | $784000.00     | 0.00%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 7.75 10/15/31 144A                                                                                                               | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2336313.24    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2523                                                                                                                            | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        578 | PA      | $571.72        | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Five Below Inc                                                                                   | Five Below Inc COM                                                                                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      28672 | NS      | $6550978.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | OBL 2.4 04/18/30 191                                                                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   12009460 | PA      | $13726091.79   | 0.06%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.85 10/01/40 15Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1600000 | PA      | $1777875.02    | 0.01%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                          | Berkshire Hathaway Inc. CL B NEW                                                                                                     | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     105201 | NS      | $50412319.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                           | CHUBB INA HOLDINGS LLC                                                                                                               | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $286826.42     | 0.00%             | 2035-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2024-8 LTD                                                                        | CGMS 2024-8A B                                                                                                                       | CUSIP: 142915AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15500000 | PA      | $15526215.15   | 0.07%             | 2037-01-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                             | JPMCC 2018-WPT XAFX                                                                                                                  | CUSIP: 46645WAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $21913.10      | 0.00%             | 2033-07-08      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    6835000 | NC      | $175.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.25 01/15/34 144A                                                                                                              | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $560376.29     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Caesars Entertainment Inc.                                                                       | CZR 7 02/15/30 144A                                                                                                                  | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7597828.49    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-135021.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP CDS CDX.NA.IG.45.V1                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |  -78620000 | OU      | $-24991.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $11216.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                                        | Bank of Ireland Group PLC ORD EUR1.00                                                                                                | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |      21230 | NS      | $385181.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                                            | CHDN 5.75 04/01/30 144A                                                                                                              | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3037045.60    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lazio (Region Of)                                                                                | LAZIO 3.088 03/31/43                                                                                                                 | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |    1278594 | PA      | $1341603.50    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V2.608 01/12/28 144A                                                                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1083269.00    | 0.01%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP Paribas SA EUR2                                                                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     167002 | NS      | $15909215.40   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 8.75 04/15/30 144A                                                                                                            | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3461076.90    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd.                                                                         | Recruit Holdings Co Ltd. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      99500 | NS      | $4335212.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2026-1 DAC                                                            | PLMER 2026-1A A                                                                                                                      | CUSIP: 000000000<br>LEI: 2549002V0JZ1DJI63P65 | Long             | ABS-O            | CORP              | IE        |     800000 | PA      | $921274.40     | 0.00%             | 2039-04-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.449 06/11/35                                                                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212888.85     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                                  | MDT 2.95 10/15/30                                                                                                                    | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3618605.72    | 0.02%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $103117.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/39                                                                                                                         | CUSIP: 912834EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1125000 | PA      | $583993.28     | 0.00%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | Capital One Financial Corp. COM                                                                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      77641 | NS      | $14164047.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | Bank of America Corp. COM                                                                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     481402 | NS      | $23468347.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                                                                       | Biogen Inc COM                                                                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      18200 | NS      | $3336606.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN AR6839                                                                                                                            | CUSIP: 3138W4S51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1842 | PA      | $1687.92       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RRE 24 Loan Management DAC                                                                       | RRME 24A A1                                                                                                                          | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-O            | CORP              | IE        |    1250000 | PA      | $1436894.21    | 0.01%             | 2040-04-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Japan Airlines Co Ltd.                                                                           | Japan Airlines Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |      47500 | NS      | $775504.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane S.p.A.                                                             | FERROV 3.75 04/14/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | NUSS              | IT        |     700000 | PA      | $812991.60     | 0.00%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3523                                                                                                                            | CUSIP: 36179R4G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        879 | PA      | $868.33        | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SEK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $83404.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.25 12/07/46                                                                                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    6000000 | PA      | $6735826.87    | 0.03%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 7.2 06/10/30                                                                                                                       | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     311000 | PA      | $327301.16     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2017-5                                                                    | SEMT 2017-5 B1                                                                                                                       | CUSIP: 81746DCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     528312 | PA      | $500463.81     | 0.00%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Pearson PLC                                                                                      | Pearson PLC ORD GBP0.25                                                                                                              | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |     134538 | NS      | $1773731.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $298655.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                      | AbbVie Inc. COM                                                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     244760 | NS      | $53232852.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                                                                                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3125607.03    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $27482.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caledonia Generating LLC                                                                         | NEWCAL 1.95 02/28/34 144A                                                                                                            | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     323400 | PA      | $284558.90     | 0.00%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.798 11/07/28                                                                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     385000 | PA      | $398887.40     | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -5978000 | NC      | $-18963.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 2.937 11/01/56                                                                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     360000 | PA      | $199873.02     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 4 10/17/49 10Y                                                                                                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     690000 | PA      | $525815.05     | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                                                                   | Obayashi Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     102300 | NS      | $2477753.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $294966.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDISK CORP                                                                                     | Sandisk Corporation COM                                                                                                              | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12600 | NS      | $8005284.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V6.123 10/28/33 MTN                                                                                                              | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     120000 | PA      | $126978.40     | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                                                                              | TOPPAN Holdings Inc NPV                                                                                                              | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |      88800 | NS      | $2342072.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2026-V20 Mortgage Trust                                                                | BMARK 2026-V20 A3                                                                                                                    | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2035691.00    | 0.01%             | 2059-02-18      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 6.375 03/15/29 144A                                                                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     625000 | PA      | $636175.14     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | THB/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $55.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 11 LTD                                                                     | ANCHC 2019-11A AR2                                                                                                                   | CUSIP: 03330NAU8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |   13000000 | PA      | $12997851.10   | 0.06%             | 2037-07-22      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM1 TR                                                                                 | MFRA 2025-NQM5 A1A                                                                                                                   | CUSIP: 59319DAA1<br>LEI: 254900T233AM4RM23465 | Long             | ABS-O            | CORP              | US        |    1855124 | PA      | $1849788.56    | 0.01%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPMorgan Chase & Co. COM                                                                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     218009 | NS      | $64129527.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.2 02/19/32                                                                                                                    | CUSIP: 87264AEB7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1106000 | PA      | $1241335.72    | 0.01%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Weatherford International Plc                                                                    | Weatherford International Plc COM USD0.001                                                                                           | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      96600 | NS      | $9136428.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                                 | BALL 6 06/15/29                                                                                                                      | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5716332.13    | 0.03%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.75 11/15/29 144A                                                                                                              | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2710000 | PA      | $2772357.10    | 0.01%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO LTD                                                                              | DWOLF 2017-1A AR2                                                                                                                    | CUSIP: 25211AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20500000 | PA      | $20482408.95   | 0.10%             | 2039-01-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                         | EIB 0 05/28/37 144A                                                                                                                  | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     400000 | PA      | $178848.39     | 0.00%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JX Advanced Metals Corp.                                                                         | JX Advanced Metals Corp. ORD SHS                                                                                                     | CUSIP: 000000000<br>LEI: 353800NC6NPNKC4JEC58 | Long             | EC               | CORP              | JP        |     126100 | NS      | $2794856.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 6.75 06/15/33 144A                                                                                                            | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     335000 | PA      | $345854.00     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5456.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    6835000 | NC      | $98203.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevation Clo 2016-5 Ltd                                                                         | AWPT 2016-5A A1RR                                                                                                                    | CUSIP: 28623AAN5<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $35019722.50   | 0.16%             | 2038-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | Las Vegas Sands Corp COM                                                                                                             | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |      23700 | NS      | $1276956.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-372522.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.875 11/01/27 144A                                                                                                           | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1044462.78    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-3                                                        | CWL 2004-BC4 M1                                                                                                                      | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         82 | PA      | $119.37        | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-524447.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                                                          | FUJIFILM Holdings Corp. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |      47900 | NS      | $912765.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                                            | Heineken Holding N.V. EUR1.60                                                                                                        | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |      45325 | NS      | $3225610.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.375 05/30/30 144A                                                                                                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1140000 | PA      | $1152847.80    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                                                 | Elia Group SA/NV NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | EC               | CORP              | BE        |      18466 | NS      | $2836362.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 7.75 02/15/29 144A                                                                                                              | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1215000 | PA      | $1258521.30    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                                       | Chipotle Mexican Grill Inc COM                                                                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |     361348 | NS      | $11566749.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Generalitat de Catalunya                                                                         | GENCAT 4.69 10/28/34                                                                                                                 | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     200000 | PA      | $241980.06     | 0.00%             | 2034-10-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 3.375 11/25/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $571488.30     | 0.00%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3068542.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MORTGAGE TRUST                                                                       | CD 2017-CD5 A3                                                                                                                       | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     338430 | PA      | $332949.82     | 0.00%             | 2050-08-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4293.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.122 01/26/34 MTN                                                                                                              | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89678.54      | 0.00%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $633720.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                                                                   | BE Semiconductor Industries NV EUR0.01                                                                                               | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       5536 | NS      | $1185777.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                            | VW V3.875 PERP .                                                                                                                     | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $1998328.26    | 0.01%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                                     | BKTSM V3.625 02/04/33 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |     900000 | PA      | $1020957.68    | 0.00%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                                     | Klepierre SA EUR1.40                                                                                                                 | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      47242 | NS      | $1773567.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-808839.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp                                                                                        | KDDI Corp NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     169100 | NS      | $2879220.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 5.375 01/15/29 144A                                                                                                           | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2889101.07    | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' CADILLAC FAIRVIEW PROPERTIES TRUST                                             | CFPTCN 2.5 10/15/31 144A                                                                                                             | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     400000 | PA      | $353666.08     | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | Wells Fargo & Co. COM                                                                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     501331 | NS      | $39910960.91   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM TRUST 2021-INV1                                                                              | CIM 2021-INV1 A29                                                                                                                    | CUSIP: 12566PBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1005427 | PA      | $830748.14     | 0.00%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                             | Keurig Dr Pepper Inc COM                                                                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      75400 | NS      | $1985282.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Chartered PLC                                                                           | STANLN V5.005 10/15/30 144A                                                                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1108140.00    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ARGENTINA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $105100.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38                                                   | WFCM 2017-C38 A4                                                                                                                     | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     302924 | PA      | $299242.59     | 0.00%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 1.2 10/31/40                                                                                                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     440000 | PA      | $360679.87     | 0.00%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                                         | Bayer AG NPV (REGD)                                                                                                                  | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |     111050 | NS      | $5139197.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Equity Residential                                                                               | Equity Residential SH BEN INT                                                                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      20800 | NS      | $1230320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                                                       | Eiffage SA EUR4                                                                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      17058 | NS      | $2616144.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1997                                                                                                                            | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        644 | PA      | $636.58        | 0.00%             | 2044-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-Hy3                                                               | TPMT 2019-HY3 A1A                                                                                                                    | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11779 | PA      | $11775.79      | 0.00%             | 2059-10-27      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                         | Lam Research Corporation COM NEW                                                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     180119 | NS      | $38484225.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1434.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | CHF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $13086.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-3611786.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont Sa                                                                | Compagnie Financiere Richemont Sa CHF1 (REGD)                                                                                        | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      80771 | NS      | $14261423.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725422                                                                                                                            | CUSIP: 31402C4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1129 | PA      | $1131.15       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 02/15/30 144A                                                                                                            | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $281187.50     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 3.875 01/15/28 144A                                                                                                            | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     429000 | PA      | $419347.50     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX Corporation COM                                                                                                                  | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     272100 | NS      | $11169705.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CLP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $140054.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.25 01/25/35                                                                                                                 | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1051910.11    | 0.00%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                       | Nasdaq Inc COM                                                                                                                       | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      22000 | NS      | $1867580.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $87694.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                  | WYNMAC 5.125 12/15/29 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $239012.50     | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS PLN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-24566.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | NZD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3811.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                                                                 | Mitsubishi Heavy Industries Ltd. NPV                                                                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     244200 | NS      | $6709800.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                               | HNDA 2.85 06/27/28                                                                                                                   | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $910754.32     | 0.00%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd.                                                                    | Sumitomo Metal Mining Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |      15200 | NS      | $884688.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC KANSAS CITY LTD                                                                 | Canadian Pacific Kansas City Ltd. COM                                                                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       9314 | NS      | $732639.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Philippines (Republic Of)                                                                        | PHILIP 0.7 02/03/29                                                                                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1520000 | PA      | $1629763.29    | 0.01%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc.                                                                     | Chubu Electric Power Co Inc. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      66600 | NS      | $1098028.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-5456.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd.                                                                      | Samsung Electronics Co Ltd. KRW100                                                                                                   | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      53119 | NS      | $6212872.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -6842000 | NC      | $-27707.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 5.75 12/05/31                                                                                                                      | CUSIP: 756109BW3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     585000 | PA      | $781816.77     | 0.00%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.15 10/01/39 15Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     178000 | PA      | $205758.44     | 0.00%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.25 06/01/29                                                                                                                    | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     550000 | PA      | $534380.98     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-79992.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TRUST                                                                | BMARK 2021-B25 A4                                                                                                                    | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2955000 | PA      | $2696858.59    | 0.01%             | 2054-04-17      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                                                      | The Progressive Corporation COM                                                                                                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      46586 | NS      | $9235208.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.45 PERP                                                                                                                      | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     406000 | PA      | $421225.00     | 0.00%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | NZD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20516.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.35 03/01/35 16Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      65000 | PA      | $72914.81      | 0.00%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | Entergy Corporation COM                                                                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      45719 | NS      | $5136986.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moncler S.p.A.                                                                                   | Moncler S.p.A. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 815600EBD7FB00525B20 | Long             | EC               | CORP              | IT        |      43732 | NS      | $2633040.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.35 01/07/30                                                                                                                     | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2901720.68    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $206907.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                        | CSTL 2025-GATE2 C                                                                                                                    | CUSIP: 12676JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     210000 | PA      | $206013.53     | 0.00%             | 2042-11-13      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES4                                                              | TPMT 2024-CES4 A1                                                                                                                    | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     316184 | PA      | $315404.85     | 0.00%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/44                                                                                                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135070000 | PA      | $122512710.94  | 0.57%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Slovenia (Republic of)                                                                           | SLOREP 3.125 08/07/45 RS76                                                                                                           | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      53000 | PA      | $54146.84      | 0.00%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-390204.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group N.V.                                                                                | Nebius Group N.V. COM USD0.01 CL 'A'                                                                                                 | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | NL        |      16865 | NS      | $1749912.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 5.375 10/01/29 .                                                                                                              | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $779468.04     | 0.00%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 12/31/30                                                                                                                     | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1485000 | PA      | $1464929.30    | 0.01%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | Williams Companies Inc. (The) COM                                                                                                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     216893 | NS      | $15785472.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen International Finance N.V.                                                            | VW V5.493 PERP                                                                                                                       | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $575035.38     | 0.00%             | N/A             | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6063.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV2                                                           | FORDR 2023-2 D                                                                                                                       | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $411802.08     | 0.00%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                                             | Ryanair Holdings PLC ORD EUR0.006                                                                                                    | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      17057 | NS      | $480186.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                                    | Medtronic PLC USD0.0001                                                                                                              | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     278068 | NS      | $24094592.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-151239.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                                           | Lumentum Holdings Inc. COM                                                                                                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       8100 | NS      | $5692356.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Holdings PLC                                                                                | HSBC V4.191 05/19/36 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $914175.64     | 0.00%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                                        | Fresenius Medical Care AG NPV                                                                                                        | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      76698 | NS      | $3475764.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 2.55 01/27/32                                                                                                                  | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    4200000 | PA      | $3721200.00    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                                                           | DIAMOND SPORTS NET LLC                                                                                                               | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     198668 | PA      | $32780.27      | 0.00%             | 2028-01-03      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-108899.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                            | EGBLFN 11 11/30/28 144a                                                                                                              | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $4252158.32    | 0.02%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 REGs                                                                                                             | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    3070000 | PA      | $3077675.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-63430.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                                      | Daiwa Securities Group Inc. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |     155500 | NS      | $1473423.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $12326.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.85 02/04/66                                                                                                                   | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     430000 | PA      | $394779.20     | 0.00%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                               | TIGO 6.25 03/25/29 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     270000 | PA      | $268215.30     | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4978                                                                                                                            | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2971188 | PA      | $2944418.92    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.468 01/23/35                                                                                                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1183221.23    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3557                                                                                                                            | CUSIP: 31427Q5T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1526764 | PA      | $1542278.65    | 0.01%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.465 11/19/31                                                                                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     360000 | PA      | $354491.28     | 0.00%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                                 | KZOKZ 3.5 04/14/33 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    2050000 | PA      | $1834381.00    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.25 05/15/50                                                                                                                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1145000 | PA      | $543338.28     | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                                                             | MOROC 2.375 12/15/27 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    9700000 | PA      | $9313455.00    | 0.04%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3518000 | NC      | $-1290.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.948 10/21/27                                                                                                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2586000 | PA      | $2550531.93    | 0.01%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $79369.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                                  | MDT 3.65 10/15/29                                                                                                                    | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1164911.86    | 0.01%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Sukuk Programme Co.                                                            | SECO 4.31 01/22/29 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1380638.00    | 0.01%             | 2029-01-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                                                          | Singapore Technologies Engineering Ltd. NPV                                                                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     580100 | NS      | $4923445.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2463.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 6.875 06/30/33 144A                                                                                                             | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2260552.53    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LASERTEC CORP                                                                                    | Lasertec Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       3100 | NS      | $689978.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/49                                                                                                                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5900000 | PA      | $4192687.50    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 5.375 08/31/32 144a                                                                                                           | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     450000 | PA      | $520132.50     | 0.00%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                                  | Prysmian S.p.A. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       6998 | NS      | $826401.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $74113.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 5.125 06/06/27                                                                                                                   | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2196277.97    | 0.01%             | 2027-06-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                                          | Aramark COM                                                                                                                          | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     213800 | NS      | $8667452.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                                           | Diamondback Energy Inc COM                                                                                                           | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       6800 | NS      | $1344972.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UniCredit S.p.A. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     128852 | NS      | $9244333.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4900                                                                                                                            | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     717806 | PA      | $672989.33     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4696                                                                                                                              | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97430 | PA      | $96618.61      | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2021-3A D                                                                                                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238312 | PA      | $236664.33     | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                                       | JACENT 6.75 02/15/29 144a                                                                                                            | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     600000 | PA      | $559991.91     | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 06/30/32                                                                                                                         | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16575000 | PA      | $16502484.38   | 0.08%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 4.125 01/15/37                                                                                                                 | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3000000 | PA      | $3259982.46    | 0.02%             | 2037-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | Equinix, Inc. COM                                                                                                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       2400 | NS      | $2352576.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-131029.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 745138                                                                                                                            | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        609 | PA      | $600.71        | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7548                                                                                                                            | CUSIP: 3132DVL52<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    1130075 | PA      | $972143.53     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust CORE S&P500 ETF                                                                                                        | CUSIP: 464287200<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     280636 | NS      | $183314241.56  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 9.25 01/29/39 144A                                                                                                              | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     200000 | PA      | $196200.00     | 0.00%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 2.125 12/01/30 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    4800000 | PA      | $4136064.00    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-114873.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH Smw Finance DAC                                                                              | CRHID 5.125 01/09/30                                                                                                                 | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    1885000 | PA      | $1917324.73    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AP Moller-Maersk                                                                                 | AP Moller-Maersk SER'B'DKK1000                                                                                                       | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        312 | NS      | $779339.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | E-mini S&P 500 Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       1450 | NC      | $-13414625.99  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.073 01/30/37                                                                                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     669000 | PA      | $655240.28     | 0.00%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V0.65 01/14/28 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1220000 | PA      | $1383936.65    | 0.01%             | 2028-01-14      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                             | SLOVGB 3.75 02/23/35 245                                                                                                             | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |     400000 | PA      | $464945.29     | 0.00%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1J0248                                                                                                                            | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        358 | PA      | $367.53        | 0.00%             | 2037-02-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC Holdings PLC ORD USD0.50                                                                                                        | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    1919147 | NS      | $31517370.99   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | KRW/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50091.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XVI LTD                                                                      | OAKC 2021-16A AR                                                                                                                     | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10500000 | PA      | $10503062.85   | 0.05%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.85 04/06/30                                                                                                                     | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     620000 | PA      | $641973.58     | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Repsol SA                                                                                        | Repsol SA EUR1                                                                                                                       | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |      51910 | NS      | $1461187.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -3401000 | NC      | $-61258.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 826362                                                                                                                            | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        399 | PA      | $405.29        | 0.00%             | 2035-07-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| C.H. Robinson Worldwide Inc                                                                      | C.H. Robinson Worldwide Inc COM NEW                                                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       8356 | NS      | $1387680.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 5.875 02/15/53                                                                                                                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1959191.20    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                                | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-207.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dubai (Government Of)                                                                            | DUGB 3.9 09/09/50 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 549300IY6A4IPIRLLX57 | Long             | DBT              | NUSS              | AE        |     295000 | PA      | $202576.50     | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                         | COXENT 5.45 09/01/34 144A                                                                                                            | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     105000 | PA      | $100797.90     | 0.00%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                                                        | Essity AB SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      20845 | NS      | $537234.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF ROMANIA                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $290.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF KENYA                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $84104.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sona Fios Clo IV DAC                                                                             | FIOS 4A A                                                                                                                            | CUSIP: 000000000<br>LEI: 635400QGIDXZNEITGK95 | Long             | ABS-O            | CORP              | IE        |   12500000 | PA      | $14405976.93   | 0.07%             | 2038-04-20      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.976 11/05/30                                                                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2048599.53    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.55 11/01/45                                                                                                                      | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     270000 | PA      | $255437.04     | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | Amphenol Corporation CL A                                                                                                            | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     136938 | NS      | $17302116.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                                                                              | Qantas Airways Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     637903 | NS      | $3747202.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                                             | PROG 2025-SFR3 A                                                                                                                     | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1134574.20    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | Sempra COM                                                                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     138400 | NS      | $13448328.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| W.w. Grainger Inc.                                                                               | W.w. Grainger Inc. COM                                                                                                               | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       3700 | NS      | $4035997.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.875 10/01/31 144A                                                                                                              | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1053791.51    | 0.00%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.55 02/04/46                                                                                                                   | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     467000 | PA      | $436005.36     | 0.00%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS9102                                                                                                                            | CUSIP: 3140XRDG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1149277 | PA      | $1137236.32    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6.25 04/15/32 144A                                                                                                            | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1389004.35    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS PLN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    6914000 | NC      | $87202.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                                                                | Japan Tobacco Inc NPV                                                                                                                | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |      20200 | NS      | $774950.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/30 144A                                                                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    2372175 | PA      | $2469946.70    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-7                                                    | SAIL 2004-BNC1 A4                                                                                                                    | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36006 | PA      | $38344.18      | 0.00%             | 2034-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                                              | Arista Networks Inc COM SHS                                                                                                          | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     101740 | NS      | $12491637.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                                                                     | NAB 3.146 02/05/31                                                                                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    3500000 | PA      | $4038720.67    | 0.02%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 4.55 09/26/29 144A                                                                                                            | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1139450.66    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.625 03/22/48 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2545000 | PA      | $2533760.40    | 0.01%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF NORWAY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-235.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/39                                                                                                                         | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1130000 | PA      | $605765.65     | 0.00%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52                                                   | WFCM 2019-C52 A4                                                                                                                     | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     235292 | PA      | $223326.10     | 0.00%             | 2052-08-16      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                                                                   | Fortescue Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     281507 | NS      | $4022622.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                                                                   | Marubeni Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      89000 | NS      | $3255792.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 3.375 06/20/31                                                                                                                     | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5495680.70    | 0.03%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V4.812 10/21/32                                                                                                                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     460000 | PA      | $458506.31     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                               | Take-Two Interactive Software Inc. COM                                                                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       6100 | NS      | $1204750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS CHINA DEVELOPMENT BANK                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-14944.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.087 06/14/29 MTN                                                                                                              | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $998588.01     | 0.00%             | 2029-06-14      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP CDS CDX.NA.IG.45.V1                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -123000000 | OU      | $-179929.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/45                                                                                                                         | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2695000 | PA      | $1024426.81    | 0.00%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                                                         | Pan Pacific International Holdings Corp. NPV                                                                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     179400 | NS      | $1094385.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                                               | ELMW2 2019-2A A1RR                                                                                                                   | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30500000 | PA      | $30508930.40   | 0.14%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                                                         | Volvo AB SER'B'NPV                                                                                                                   | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      16020 | NS      | $526726.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -3417000 | NC      | $-15530.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Globus Med Inc                                                                                   | Globus Med Inc CL A                                                                                                                  | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      37900 | NS      | $3265464.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3498000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | COR 5.125 02/15/34                                                                                                                   | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100785.06     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tetra Tech Inc                                                                                   | Tetra Tech Inc COM                                                                                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      65000 | NS      | $1957800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     220000 | PA      | $210301.58     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-5008.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 781769                                                                                                                            | CUSIP: 36225B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $553.68        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.9 10/01/35 B                                                                                                                    | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     271000 | PA      | $262828.82     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                                        | eBay Inc. COM                                                                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      47500 | NS      | $4323450.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                                            | Western Digital Corp. COM                                                                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      71587 | NS      | $19363567.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties LP                                                                               | VICI 4.95 02/15/30                                                                                                                   | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     700000 | PA      | $698422.74     | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Ageas SA/NV                                                                                      | Ageas SA/NV NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |      22904 | NS      | $1686031.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                                                                    | Shimizu Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |      17600 | NS      | $315763.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 1.5 01/18/27 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $113665.13     | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MFB Hungarian Development Bank Pvt Ltd.                                                          | MAGYAR 6.5 06/29/28                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    1000000 | PA      | $1018967.90    | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | The Sherwin-Williams Company COM                                                                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      41091 | NS      | $13171720.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | CZK/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37013.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AX8317                                                                                                                            | CUSIP: 3138YAG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        788 | PA      | $715.32        | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Renaissancere Holdings Ltd.                                                                      | Renaissancere Holdings Ltd. COM USD1                                                                                                 | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       8923 | NS      | $2652183.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa OYJ                                                                                        | Elisa OYJ NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      39552 | NS      | $1926594.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Ltd.                                                                                     | Fujitsu Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     116500 | NS      | $2382502.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                                      | EXIMBK 3.25 01/15/30 REGS                                                                                                            | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     540000 | PA      | $515160.00     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-482452.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/23/26                                                                                                                         | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21205000 | PA      | $21030385.15   | 0.10%             | 2026-06-23      | None          | 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      | $-46995.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                                    | RCKT 2024-CES3 A1A                                                                                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     544503 | PA      | $549698.88     | 0.00%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM 6.625 06/20/33 144A                                                                                                            | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     600000 | PA      | $648646.32     | 0.00%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                                   | AutoNation, Inc. COM                                                                                                                 | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      39600 | NS      | $7732296.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2617281.17    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $47039.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $8412.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $313385.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   11250000 | PA      | $12150004.29   | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | ING Groep N.V. EUR0.01                                                                                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     538850 | NS      | $13986757.41   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-227078.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                                                                         | ENELIM 2.875 07/12/41 144A                                                                                                           | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     650000 | PA      | $457996.50     | 0.00%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                                                                   | Sumitomo Corp. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      64000 | NS      | $2394820.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newday Funding Master Issuer PLC                                                                 | NDFT 2024-1A A                                                                                                                       | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    1100000 | PA      | $1460342.44    | 0.01%             | 2032-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Aena SME S.A.                                                                                    | Aena SME S.A. EUR10                                                                                                                  | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      94819 | NS      | $2805258.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander Totta S A                                                                        | SANTAN 3.25 02/15/31                                                                                                                 | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |    1400000 | PA      | $1621680.60    | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 05/31/27                                                                                                                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22415000 | PA      | $22429009.38   | 0.10%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-9147.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL4010                                                                                                                            | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115252 | PA      | $108560.35     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-149196.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS HSBC BANK PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1710.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9.25 06/01/30 144A                                                                                                              | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1629075.47    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6 MORTGAGE TRUST                                                                      | BMO 2024-5C6 A3                                                                                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4085000 | PA      | $4157236.28    | 0.02%             | 2057-09-17      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SAGESS - Societe Anonyme de Gestion de Stocks de Securite                                        | SAGESS 3.375 06/29/30 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $929114.86     | 0.00%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                           | Centerpoint Energy Inc COM                                                                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     133525 | NS      | $5762939.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                                                                                     | Glencore PLC ORD USD0.01                                                                                                             | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |    1467744 | NS      | $11116507.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS SOCIALIST REPUBLIC OF VIETNAM                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $7614.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 897100                                                                                                                            | CUSIP: 31410TUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        392 | PA      | $415.25        | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.25 08/15/49                                                                                                                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     913000 | PA      | $567771.88     | 0.00%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.375 11/15/48                                                                                                                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5040000 | PA      | $3949312.50    | 0.02%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-445690.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Medical Systems Europe B.V.                                                             | BSX 1.375 03/08/28                                                                                                                   | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $334209.40     | 0.00%             | 2028-03-08      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                                                                               | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     415000 | PA      | $411467.53     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.7 11/01/54                                                                                                                       | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     625000 | PA      | $585884.20     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6 08/15/35                                                                                                                       | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     835000 | PA      | $862534.24     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -415 | NC      | $823780.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                                           | Truist Financial Corp. COM                                                                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     411122 | NS      | $18899278.34   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                                                       | Sandvik AB NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |     220225 | NS      | $8465856.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                                | DOC 2.875 01/15/31                                                                                                                   | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     245000 | PA      | $224891.02     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Godaddy Inc                                                                                      | Godaddy Inc CL A                                                                                                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      23400 | NS      | $1934478.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal S.A.                                                                               | ArcelorMittal S.A. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      27048 | NS      | $1402749.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-119368.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12741.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                                                                | Siemens Energy AG NPV                                                                                                                | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |     113695 | NS      | $19606654.23   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Euro FX Futures, Jun-2026,ETH                                                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -933 | NC      | $1802100.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                                                                                | Bridgestone Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     117900 | NS      | $2456831.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 4.125 02/15/32 144A                                                                                                              | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     249000 | PA      | $229653.97     | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                                       | EART 2026-1A D                                                                                                                       | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     937000 | PA      | $927696.62     | 0.00%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QF4938                                                                                                                            | CUSIP: 3133BSPX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     328347 | PA      | $331316.50     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Inmobiliaria Vesta S A B De C V                                                      | VESTA 5.5 01/30/33 144A                                                                                                              | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $289875.00     | 0.00%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A15852                                                                                                                            | CUSIP: 31296QQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        478 | PA      | $479.64        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    6835000 | NC      | $51670.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                                     | Tapestry Inc COM                                                                                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      32500 | NS      | $4586075.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungarian Export-Import Bank Pte Ltd.                                                            | MAEXIM 6 05/16/29                                                                                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    1200000 | PA      | $1454234.99    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 3.375 05/25/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     900000 | PA      | $1013649.72    | 0.00%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GENPACT LTD                                                                                      | Genpact Ltd. COM STK USD0.01                                                                                                         | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      43900 | NS      | $1635275.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                                     | PLNIJ 1.875 11/05/31 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2000000 | PA      | $2031683.78    | 0.01%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.831 04/19/35                                                                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67467.92      | 0.00%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Teradata Corp                                                                                    | Teradata Corp COM                                                                                                                    | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      70400 | NS      | $1804352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-40835.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BR8986                                                                                                                            | CUSIP: 3617M76X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        480 | PA      | $445.05        | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   11390000 | OU      | $60831.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES 2.45 01/15/31                                                                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     540000 | PA      | $478280.32     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local                                                            | CAFFIL 4.68 03/09/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $439306.36     | 0.00%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 5.25 01/15/30                                                                                                                    | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1259421.20    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| One Bryant Park Trust 2019-Obp                                                                   | OBP 2019-OBP A                                                                                                                       | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195000 | PA      | $180168.44     | 0.00%             | 2054-09-13      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.7 02/16/32                                                                                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1030000 | PA      | $1008112.50    | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                       | RCICN 5 02/15/29                                                                                                                     | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1366000 | PA      | $1378948.45    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3 10/01/29 5Y                                                                                                                   | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     958000 | PA      | $1104364.07    | 0.01%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                                         | Ferguson Enterprises Inc COMMON STOCK NEW                                                                                            | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      11297 | NS      | $2630484.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.587 01/18/36                                                                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2641811.89    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.6 10/15/30 144A                                                                                                                | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     101000 | PA      | $99219.82      | 0.00%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-45264.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-24657.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                                                   | Compagnie Generale des Etablissements Michelin EUR0.50 (POST SUBDIVISION)                                                            | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      63326 | NS      | $2169479.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | Intercontinental Exchange Inc COM                                                                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      22000 | NS      | $3460160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TAV Havalimanlari Holding AS                                                                     | TAVHL 8.5 12/07/28 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $254921.88     | 0.00%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | AECOM COM                                                                                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      61900 | NS      | $5250358.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valterra Platinum Ltd.                                                                           | Valterra Platinum Ltd. ZAR0.10                                                                                                       | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       3894 | NS      | $319948.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                                     | British American Tobacco PLC ORD GBP0.25                                                                                             | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     159571 | NS      | $9264505.32    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.75 09/30/49 30Y                                                                                                               | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1350000 | PA      | $1046250.00    | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 6.05 08/01/28 144A                                                                                                            | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     350000 | PA      | $360223.76     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-30255.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Slovenia (Republic of)                                                                           | SLOREP 3.625 03/11/33 RS91                                                                                                           | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     300000 | PA      | $355820.91     | 0.00%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBM) Bobl Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -97 | NC      | $200353.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                                                    | NRZT 2026-NQM1 A1                                                                                                                    | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-O            | CORP              | US        |    1244767 | PA      | $1233257.73    | 0.01%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                                 | NCRATL 9.5 04/01/29 144A                                                                                                             | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1884913.50    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | CAD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2900.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWF Holdings I Corp.                                                                             | SPRIND 6.5 10/06/29 *                                                                                                                | CUSIP: 78500CAF1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     223014 | PA      | $71364.48      | 0.00%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                  | ADAHEA 6.125 08/01/28 144A                                                                                                           | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     550000 | PA      | $549143.63     | 0.00%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-80029.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                                            | Antero Midstream Corporation COM                                                                                                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     298500 | NS      | $6805800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.7 02/04/56                                                                                                                    | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1435703.79    | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd.                                                                          | Japan Post Bank Co Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |     135500 | NS      | $2210035.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                                | EMACN V7.625 12/15/54                                                                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $308245.92     | 0.00%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corp.                                                                                | ARISCN 8 10/31/29 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $257687.50     | 0.00%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.206 08/17/29                                                                                                                 | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     615000 | PA      | $581636.74     | 0.00%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                                                               | JPMMT 2019-INV3 A3                                                                                                                   | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     196241 | PA      | $177745.64     | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 7.5 02/01/29 144A                                                                                                             | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $129637.50     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V3.375 02/13/31 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1698978.14    | 0.01%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 03/26/36 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $194500.00     | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC SPON ADR NEW                                                                                                            | CUSIP: 904767803<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      38619 | NS      | $2200124.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Doosan Enerbility Co Ltd                                                                         | Doosan Enerbility Co Ltd KRW5000                                                                                                     | CUSIP: 000000000<br>LEI: 988400TK5NA3GLSTN506 | Long             | EC               | CORP              | KR        |      12060 | NS      | $757825.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-24221.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3360000 | NC      | $-18306.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sutter Health                                                                                    | SUTHEA 5.164 08/15/33                                                                                                                | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405786.41     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS STATE OF QATAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3259.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 704665                                                                                                                            | CUSIP: 36296XZ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1456 | PA      | $1480.29       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tele2 AB (publ)                                                                                  | Tele2 AB (publ) SER'B'NPV                                                                                                            | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     115114 | NS      | $2382570.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                                   | Blackrock Inc. COM                                                                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      11001 | NS      | $10579771.71   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Connect Holding II LLC                                                                           | BSPEED 10.5 04/03/31 144A                                                                                                            | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |   10375000 | PA      | $10334478.26   | 0.05%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2305                                                                                                                            | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        630 | PA      | $622.31        | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 3.75 06/14/28 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4080000 | PA      | $4744163.21    | 0.02%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                                          | The J M Smucker Company COM NEW                                                                                                      | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      24000 | NS      | $2314560.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7027.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG V10.25 PERP 144A                                                                                                                 | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1711000 | PA      | $1847865.45    | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BR8987                                                                                                                            | CUSIP: 3617M76Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1324 | PA      | $1229.09       | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                   | S&P Global Inc COM                                                                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      28500 | NS      | $12122190.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | USD/SGD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18179.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc                                                                     | Kansai Electric Power Co Inc NPV                                                                                                     | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      96000 | NS      | $1596103.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2934.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES11                                                                   | RCKT 2025-CES11 A1A                                                                                                                  | CUSIP: 749423AA7<br>LEI: 254900BTBXWWIQBK4D47 | Long             | ABS-O            | CORP              | US        |    1136750 | PA      | $1130284.33    | 0.01%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.049 07/23/30                                                                                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252913.83     | 0.00%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                                        | Alstom SA EUR7.00                                                                                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     181552 | NS      | $5192065.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.375 01/15/30                                                                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1655574.61    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-581679.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                                           | Applied Materials Inc. COM                                                                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      59748 | NS      | $20421268.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                                             | BKNG 4.25 05/15/29                                                                                                                   | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     465000 | PA      | $548219.66     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/40                                                                                                                         | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1120000 | PA      | $572784.38     | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | FWD TREASURY BOND                                                                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   83815000 | NC      | $-1225787.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 AS9183                                                                                                                            | CUSIP: 36193VFY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1316 | PA      | $1213.90       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 5.962 02/15/55 144A                                                                                                             | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $170509.79     | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | ZAR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-64397.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                    | FREMOR 6.875 05/01/31 144A                                                                                                           | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1299460.27    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | Marvell Technology Inc COM                                                                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      58700 | NS      | $5814235.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.125 08/01/30 144A                                                                                                             | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     805000 | PA      | $796210.03     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4194 BI                                                                                                                          | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      50995 | PA      | $8042.75       | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | Ford Motor Company COM                                                                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     361700 | NS      | $4174018.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                                                                      | AvalonBay Communities, Inc. COM                                                                                                      | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       6127 | NS      | $1000845.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-66145.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/PLN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $175684.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 4.5 09/01/26 144A                                                                                                               | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129830.24     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                                | SCI 5.75 10/15/32                                                                                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     590000 | PA      | $589325.43     | 0.00%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FG C68248                                                                                                                            | CUSIP: 31287UEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        279 | PA      | $293.63        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | Centene Corp. COM                                                                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     153400 | NS      | $5022316.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassa Depositi e Prestiti S.p.A.                                                                 | CDEP 3.875 07/12/31 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     800000 | PA      | $937253.89     | 0.00%             | 2031-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                                          | XPO 7.125 06/01/31 144A                                                                                                              | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     175000 | PA      | $180336.11     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V4.5 11/09/28 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     300000 | PA      | $353267.06     | 0.00%             | 2028-11-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.625 01/15/28 144A                                                                                                              | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     180000 | PA      | $182281.23     | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF EL SALVADOR                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $61828.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -3340000 | NC      | $-49246.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V11 MORTGAGE TRUST                                                                | BMARK 2024-V11 A3                                                                                                                    | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3610000 | PA      | $3749519.28    | 0.02%             | 2057-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $58779.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp.                                                                                     | Makita Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      46400 | NS      | $1524999.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14387.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XIV LTD                                                                            | JTWN 2019-14A A2RR                                                                                                                   | CUSIP: 47048XBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   37850000 | PA      | $37711847.50   | 0.18%             | 2034-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-114069.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/ZAR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $26164.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | Expedia Group Inc COM NEW                                                                                                            | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      32400 | NS      | $7480836.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELMWOOD CLO 24 LTD                                                                               | ELM24 2023-3A AR                                                                                                                     | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3751104.38    | 0.02%             | 2038-01-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | KRW CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   11757000 | NC      | $20564.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale Canada Limited                                                                              | VALEBZ 7.2 09/15/32                                                                                                                  | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $976500.00     | 0.00%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                       | AALLN 5.75 04/05/34 144A                                                                                                             | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     525000 | PA      | $539742.00     | 0.00%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                                     | GE Aerospace COM NEW                                                                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      73228 | NS      | $20779909.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Power Company                                                                           | SO 5.25 07/15/43                                                                                                                     | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140174.14     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | SGD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $13630.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3340000 | NC      | $-18939.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                                     | CAS 2025-R06 1M1                                                                                                                     | CUSIP: 20754YAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     415914 | PA      | $415312.22     | 0.00%             | 2045-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-32199.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO 2013-1 LTD                                                                     | MVW 2013-1A ARR                                                                                                                      | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     196613 | PA      | $196559.77     | 0.00%             | 2030-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4945                                                                                                                              | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13204 | PA      | $12706.78      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd                                                                                | FTAI Aviation Ltd COM USD0.01                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24100 | NS      | $5904500.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                                                          | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $53807.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/ZAR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $177220.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 545723                                                                                                                            | CUSIP: 31385JG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         17 | PA      | $18.20         | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.95 03/25/51                                                                                                                   | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     135000 | PA      | $85586.73      | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Macy's, Inc.                                                                                     | Macy's, Inc. COM                                                                                                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     461500 | NS      | $8348535.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3667.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY 2.55 10/01/29 MTN                                                                                                                | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     480000 | PA      | $448501.32     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6.4 12/01/30                                                                                                                      | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     175000 | PA      | $187016.34     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Avolta AG                                                                                        | Avolta AG CHF5 (REGD)                                                                                                                | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      12075 | NS      | $723972.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5306                                                                                                                              | CUSIP: 36202F3P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        543 | PA      | $538.25        | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                                          | VW 0.625 07/19/29 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |     390000 | PA      | $407141.34     | 0.00%             | 2029-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP LTD                                                                                | Scentre Group Ltd. NPV STAPLED UNIT                                                                                                  | CUSIP: 000000000<br>LEI: 529900TUCASM3W86E831 | Long             | EC               | CORP              | AU        |    1039817 | NS      | $2399198.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                                                     | Encompass Health Corporation COM                                                                                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      13507 | NS      | $1306532.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                                                                     | VAL 8.375 04/30/30 144A                                                                                                              | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    1430000 | PA      | $1481808.90    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                                     | BULENR 4.25 06/19/30                                                                                                                 | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | NUSS              | BG        |     200000 | PA      | $226474.94     | 0.00%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                                  | GE Vernova Inc. COM                                                                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      28512 | NS      | $24888124.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | BBVASM V9.375 PERP                                                                                                                   | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     299000 | PA      | $322020.01     | 0.00%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CSL Ltd.                                                                                         | CSL Ltd. ORD NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      54656 | NS      | $5368255.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 02/01/31 144A                                                                                                               | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1234154.64    | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/45                                                                                                                         | CUSIP: 912834PM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7250000 | PA      | $2679796.32    | 0.01%             | 2045-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                                                  | KKR 2024-54A A                                                                                                                       | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |   18500000 | PA      | $18497110.30   | 0.09%             | 2038-01-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                                                        | HONG KONG GOVERNMENT INTERNATIONAL BOND                                                                                              | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    4000000 | PA      | $622853.95     | 0.00%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc.                                                                           | Delta Electronics Inc. TWD10                                                                                                         | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |      51134 | NS      | $2305651.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $194444.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                                 | Novo Nordisk A/S SER'B'DKK0.1                                                                                                        | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     242642 | NS      | $8879361.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                                      | RESFER 1.5 05/29/37 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     300000 | PA      | $266117.12     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                                          | OMFIT 2020-2A A                                                                                                                      | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179366 | PA      | $176910.15     | 0.00%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd.                                                                       | Shin-Etsu Chemical Co Ltd. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      29300 | NS      | $1193061.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                                         | CSAIL 2019-C17 A4                                                                                                                    | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $137340.94     | 0.00%             | 2052-09-17      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                         | Infineon Technologies AG ORD NPV (REGD)                                                                                              | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      55631 | NS      | $2523763.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12712.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                                        | Aptiv PLC COM SHS                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     145500 | NS      | $10103520.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SFIL SA                                                                                          | SFILFR 2.875 01/22/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    2300000 | PA      | $2603618.52    | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 7.625 04/01/32 144A                                                                                                           | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2291797.29    | 0.01%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6409                                                                                                                            | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     119108 | PA      | $106766.43     | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.125 06/15/29                                                                                                                   | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     710000 | PA      | $700551.94     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission Llc                                                                     | FE 4.55 04/01/49 144A                                                                                                                | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     300000 | PA      | $248830.91     | 0.00%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 07/31/32                                                                                                                         | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     780000 | PA      | $776160.94     | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V5.23 01/09/29 144a                                                                                                            | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5030000 | PA      | $5086022.13    | 0.02%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                                           | Mercedes-Benz Group AG ORD NPV(REGD)                                                                                                 | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     120634 | NS      | $7414514.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                                  | BANK 2018-BN13 A4                                                                                                                    | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-O            | CORP              | US        |     391226 | PA      | $386544.62     | 0.00%             | 2061-08-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                                                                  | Mitsubishi Chemical Group Corp. NPV                                                                                                  | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |     402900 | NS      | $2355405.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                        | Orion Oyj SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      37754 | NS      | $3051524.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                                         | Next PLC ORD GBP0.10                                                                                                                 | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      10878 | NS      | $1837825.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.933 09/15/27                                                                                                                  | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     305000 | PA      | $307102.81     | 0.00%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 890102                                                                                                                            | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        785 | PA      | $823.65        | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                                     | CAS 2022-R04 1B1                                                                                                                     | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     100000 | PA      | $103795.07     | 0.00%             | 2042-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                                                                         | Panasonic Holdings Corp. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     214700 | NS      | $3600811.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                                 | BANK5 2025-5YR14 A3                                                                                                                  | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5730000 | PA      | $5920303.04    | 0.03%             | 2058-04-17      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 8.875 07/15/30                                                                                                                   | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $2015637.72    | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc.                              | FRTITA 4.625 01/15/29 144A                                                                                                           | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47843.52      | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     379000 | PA      | $371726.38     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                              | Danaher Corporation COM                                                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     116489 | NS      | $22086314.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS WELLS FARGO & COMPANY                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1160.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-239954.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.211 12/03/35                                                                                                                  | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      84000 | PA      | $83617.70      | 0.00%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 2.7 02/25/31 OAT                                                                                                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     450000 | PA      | $509654.59     | 0.00%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | Amazon.com, Inc. COM                                                                                                                 | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     804605 | NS      | $167575083.35  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-HE2                                                                | JPMMT 2023-HE2 A1                                                                                                                    | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18184 | PA      | $18217.68      | 0.00%             | 2054-03-20      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                                                                   | BBCMS 2025-5C36 A3                                                                                                                   | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7100000 | PA      | $7314381.66    | 0.03%             | 2058-08-16      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 0.25 06/29/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     800000 | PA      | $841263.51     | 0.00%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                                                                        | CK Hutchison Holdings Ltd. HKD1                                                                                                      | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |     427500 | NS      | $3281501.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2024-1 LTD                                                               | BOBA 2024-1A A1                                                                                                                      | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |   24000000 | PA      | $23992944.00   | 0.11%             | 2037-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.699 01/22/31 GMTN                                                                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1244633.94    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CRH PLC                                                                                          | CRH PLC ORD EUR 0.32 (DI)                                                                                                            | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |      47702 | NS      | $4990607.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 5020 IH                                                                                                                          | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     319399 | PA      | $54491.90      | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 3 01/17/34                                                                                                                    | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    1200000 | PA      | $1317058.85    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edenred SA                                                                                       | Edenred SA EUR2                                                                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      56784 | NS      | $1131075.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 4.5 03/19/34                                                                                                                     | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1230000 | PA      | $1380651.15    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $44417.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $672616.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 4.25 09/24/27                                                                                                                    | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     780000 | PA      | $778070.56     | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 5.875 10/01/28 144A                                                                                                               | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3380930.09    | 0.02%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 7 05/01/29 144A                                                                                                                  | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     805000 | PA      | $825765.75     | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.716 01/18/30 144A                                                                                                          | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2920000 | PA      | $2988386.11    | 0.01%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | TRY/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $79743.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                                     | Cummins Inc. COM                                                                                                                     | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      26200 | NS      | $14096124.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc.                                                                                    | SK Hynix Inc. KRW5000                                                                                                                | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      11848 | NS      | $6722142.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -3368000 | NC      | $-21739.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS DKK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $8960.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V10 MORTGAGE TRUST                                                                | BMARK 2024-V10 A3                                                                                                                    | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1323286.38    | 0.01%             | 2057-09-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 4.875 02/01/35                                                                                                                  | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     670000 | PA      | $639631.32     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.9 02/15/36                                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     980000 | PA      | $1121630.52    | 0.01%             | 2036-02-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $902.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 7.125 02/15/31 144A                                                                                                           | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $661853.00     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889565                                                                                                                            | CUSIP: 31410KJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1370 | PA      | $1413.14       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                                                                               | Swedbank AB (publ) SER'A'NPV                                                                                                         | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      97843 | NS      | $3334834.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Citizens Financial Group Inc                                                                     | Citizens Financial Group Inc COM                                                                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     104000 | NS      | $6236880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V4.858 03/25/29                                                                                                               | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     550000 | PA      | $552780.80     | 0.00%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.572 06/03/31                                                                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      90000 | PA      | $82533.63      | 0.00%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BARCLAYS PLC                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $967.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                                  | Fox Corporation CL A COM                                                                                                             | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      49800 | NS      | $2908320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5082                                                                                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1762 | PA      | $1736.87       | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4876                                                                                                                            | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     550783 | PA      | $566465.76     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.5 11/11/32 154                                                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   19140000 | PA      | $891848.03     | 0.00%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.75 05/24/26 144A                                                                                                            | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     490000 | PA      | $490420.25     | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 25 LTD                                                                               | ELM25 2024-1A A1                                                                                                                     | CUSIP: 29001BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $25008937.50   | 0.12%             | 2037-04-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Taisei Corp.                                                                                     | Taisei Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      20500 | NS      | $2123835.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                | National Grid PLC ORD GBP0.12431289                                                                                                  | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     262741 | NS      | $4435092.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -2989000 | NC      | $-22289.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS UNITED MEXICAN STATES                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $7048.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                                   | Welltower Inc. COM                                                                                                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       8000 | NS      | $1581680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $92027.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                                              | VERISURE HOLDING AB                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    1625000 | PA      | $1870893.49    | 0.01%             | 2032-10-22      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc.                                                                          | Intuitive Surgical Inc. COM NEW                                                                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      19200 | NS      | $8851008.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.3 08/01/40                                                                                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     310000 | PA      | $231928.39     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                                                              | TPMT 2024-CES3 A1                                                                                                                    | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     166435 | PA      | $167776.34     | 0.00%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS SIEMENS AG                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1275.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                                        | Tesla Inc COM                                                                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     192733 | NS      | $71648492.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| India Clean Energy Holdings                                                                      | INCLEN 4.5 04/18/27 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     250000 | PA      | $242087.50     | 0.00%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.25 10/15/35 144A                                                                                                               | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     243000 | PA      | $236772.96     | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.5 01/27/33 144A                                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     720000 | PA      | $874621.52     | 0.00%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                             | United Rentals, Inc. COM                                                                                                             | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       7659 | NS      | $5580041.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 6.25 08/15/33 144A                                                                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     395000 | PA      | $400746.42     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                                     | ROCKIE 6.75 03/15/33 144A                                                                                                            | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1126557.97    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.469 04/15/34                                                                                                                  | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     418000 | PA      | $376706.42     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                           | Texas Instruments Inc. COM                                                                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      53509 | NS      | $10388237.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                                                                  | Iberdrola, S.A. EUR0.75                                                                                                              | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     334804 | NS      | $7665058.74    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIF - Alta Velocidad                                                                            | ADIFAL 3.25 05/31/29 EMTn                                                                                                            | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     700000 | PA      | $811889.94     | 0.00%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 3.5 03/15/31                                                                                                                     | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     675000 | PA      | $441235.42     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -12447000 | OU      | $-38618.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/SGD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $38918.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-559326.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-103606.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                                     | NVIDIA Corp. COM                                                                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    1989504 | NS      | $346969497.60  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/SGD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17172.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS DKK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-55350.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-50180.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 7.375 07/01/28                                                                                                                  | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $203677.27     | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        766 | NC      | $-1228061.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Property Partners Europe Holdings S.a r.l.                                            | BPPEHX 1 05/04/28 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $435986.62     | 0.00%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                                   | DIRCHA 7.75 11/15/29 144A                                                                                                            | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3420192.54    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                                         | Elanco Animal Health Inc COM                                                                                                         | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      49145 | NS      | $1176039.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | KRW/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-50179.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.087 11/26/28                                                                                                               | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     375000 | PA      | $378139.50     | 0.00%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                                                              | AFRFIN 5.55 10/08/29 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | NG        |     250000 | PA      | $251222.50     | 0.00%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | Duke Energy Corp COM NEW                                                                                                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      14500 | NS      | $1898630.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FIFTH THIRD FINANCIAL CORP                                                                       | FITB V5.982 01/30/30                                                                                                                 | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     343000 | PA      | $354236.00     | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                                           | Trane Technologies PLC COM USD1                                                                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      17341 | NS      | $7226688.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATP Tower HoldingsLLC/Andean Telecom Partners Chile SpA                                          | ATPTOW 7.875 02/03/30 144A                                                                                                           | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |     250000 | PA      | $253437.50     | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 1.25 03/11/33                                                                                                                   | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2655000 | PA      | $2539416.90    | 0.01%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                            | China Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    5000000 | PA      | $862225.36     | 0.00%             | 2035-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                                           | EBIUH 3.05 02/26/30 MTN                                                                                                              | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    2080000 | PA      | $1281921.03    | 0.01%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2                                                     | GSMBS 2021-GR2 A4                                                                                                                    | CUSIP: 36262JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     786577 | PA      | $649251.37     | 0.00%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                              | Erste Group Bank AG NPV                                                                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       9474 | NS      | $1023431.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA0318                                                                                                                            | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     124349 | PA      | $117860.94     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Toro Company                                                                                 | The Toro Company COM                                                                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      37000 | NS      | $3457280.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-246672.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP HOLDINGS NV                                                                               | AerCap Holdings N.V. EUR0.01                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |      30500 | NS      | $4183990.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V2.889 06/09/32 144A                                                                                                          | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $895860.00     | 0.00%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Long(FBTP) Term Euro                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          1 | NC      | $-1202.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V4.613 10/02/30 144A                                                                                                          | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     390000 | PA      | $387884.29     | 0.00%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                                                          | Idemitsu Kosan Co.,Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |     202800 | NS      | $1990992.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX Corp. COM                                                                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     207005 | NS      | $39931264.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AstraZeneca PLC ORD USD0.25                                                                                                          | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      10538 | NS      | $2078304.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tisi Inc.                                                                                        | Tisi Inc. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      89900 | NS      | $1922190.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $125218.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A15907                                                                                                                            | CUSIP: 31296QR44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        994 | PA      | $993.94        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Incorporated                                                                  | Jones Lang LaSalle Incorporated COM                                                                                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      39800 | NS      | $12111936.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                                                | BMARK 2025-V16 A3                                                                                                                    | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4362571.88    | 0.02%             | 2058-08-16      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 4.25 03/18/37 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     500000 | PA      | $583721.59     | 0.00%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 4.8 03/01/50                                                                                                                    | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     133000 | PA      | $98642.61      | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amerigas Partners, L.P./Amerigas Finance Corp.                                                   | APU 5.75 05/20/27                                                                                                                    | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75306.39      | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15655.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 4.25 01/15/30 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1281681.59    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $41204.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3372000 | NC      | $197.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA - Empresa Nacional Electricidad                                                        | Endesa SA - Empresa Nacional Electricidad EUR1.2                                                                                     | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      54075 | NS      | $2255093.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V2.625 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1121451.90    | 0.01%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.5 02/01/29 144A                                                                                                             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2450014.64    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                            | ALTA 3.1 06/01/50                                                                                                                    | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |     500000 | PA      | $276246.03     | 0.00%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6541.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                                     | Capgemini SE EUR8                                                                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      31883 | NS      | $3762145.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                                                                     | Otsuka Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     166800 | NS      | $3193336.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                             | IHOVER 6.75 11/15/29 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     260000 | PA      | $311222.55     | 0.00%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/43                                                                                                                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20162000 | PA      | $19916275.62   | 0.09%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                                       | Bandai Namco Holdings Inc. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      67400 | NS      | $1662785.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                                                     | Securitas AB SER'B'NPV                                                                                                               | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      90945 | NS      | $1523140.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3340000 | NC      | $19.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                   | MS V4.213 02/08/30 .                                                                                                                 | CUSIP: 61776NU43<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1533886.40    | 0.01%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corporation                                                                  | United Therapeutics Corporation COM                                                                                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       3800 | NS      | $2253324.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | Sumitomo Mitsui Financial Group Inc. NPV                                                                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     402100 | NS      | $13221178.53   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                                        | Epiroc AB SER'A'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      19590 | NS      | $482244.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                                                            | Spotify Technology S.A. COM EUR0.000625                                                                                              | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      13755 | NS      | $6669937.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A91947                                                                                                                            | CUSIP: 312940EU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1504 | PA      | $1522.26       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 3.16 01/23/30                                                                                                                 | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $187200.00     | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                            | FRIDPT 4.763 04/14/27 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1000000 | PA      | $997880.00     | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/BRL FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-103852.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                               | Coca-Cola Co (The) COM                                                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     208565 | NS      | $15861368.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17510.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                              | Walt Disney Company COM                                                                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     433714 | NS      | $41801355.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 6.25 01/15/30 144A                                                                                                            | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1769312.58    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni S.p.A.                                                                      | Unipol Assicurazioni S.p.A. NPV                                                                                                      | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     154336 | NS      | $3585252.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 4.75 01/30/30 144A                                                                                                            | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1316511.31    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 5.625 06/07/32                                                                                                                   | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1300000 | PA      | $1748623.84    | 0.01%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                                                               | Origin Energy Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |     100100 | NS      | $861376.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd.                                                                           | Ryohin Keikaku Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |      15600 | NS      | $332897.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.25 05/15/29 144A                                                                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1655000 | PA      | $1706453.95    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $456769.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V5.176 01/09/30 144A                                                                                                             | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     620000 | PA      | $628215.68     | 0.00%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/40                                                                                                                         | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1120000 | PA      | $564021.16     | 0.00%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/41                                                                                                                         | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5585000 | PA      | $2685404.99    | 0.01%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                                         | DO 8.5 10/01/30 144A                                                                                                                 | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1029000 | PA      | $1085955.15    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | ZAR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4658.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 BR8984                                                                                                                            | CUSIP: 3617M76V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1289 | PA      | $1191.22       | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-80822.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COSTA RICA                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $11763.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/ZAR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $16332.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PERU                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-3236.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services N.V.                                                               | VW 3.25 04/13/27 eMTN                                                                                                                | CUSIP: 000000000<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $389098.69     | 0.00%             | 2027-04-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                                                              | Teva Pharmaceutical Industries Ltd. SPONSORED ADS                                                                                    | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      52300 | NS      | $1575276.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS STELLANTIS NV                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $800.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 12/31/32                                                                                                                     | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4745000 | PA      | $4676790.63    | 0.02%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.25 03/01/38 16Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   10185000 | PA      | $10912499.94   | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                                       | DCP 6.75 09/15/37                                                                                                                    | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1119991.32    | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V2.5 03/31/32 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $911092.20     | 0.00%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V6.819 11/20/29                                                                                                                   | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $713467.76     | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 4.875 01/15/28                                                                                                                   | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     620000 | PA      | $617455.51     | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V4.999 09/11/30                                                                                                                   | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $521518.40     | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                                                 | FE 2.75 03/01/32 144A                                                                                                                | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     480000 | PA      | $431145.70     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.876 01/14/31 144A                                                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4570000 | PA      | $4700761.41    | 0.02%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                                                           | Agricultural Development Bank of China                                                                                               | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | USGA              | CN        |   25720000 | PA      | $4068189.91    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Transport For London                                                                             | TRANLN 4.65 12/19/31 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | NUSS              | GB        |    1200000 | PA      | $1540670.40    | 0.01%             | 2031-12-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS INC                                                                                  | Amer Sports Inc. COM SHS                                                                                                             | CUSIP: 000000000<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               | CORP              | KY        |      75500 | NS      | $2485460.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1000000 | PA      | $994000.00     | 0.00%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.75 02/15/28                                                                                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     554000 | PA      | $531883.37     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 5.662 02/23/38                                                                                                                | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     825000 | PA      | $791474.72     | 0.00%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: —       |
| France (Republic Of)                                                                             | FRTR 3.25 05/25/55 OAT                                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     494000 | PA      | $459239.41     | 0.00%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                                                                | Oracle Corp Japan NPV                                                                                                                | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       7200 | NS      | $391992.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture 32 Clo Ltd.                                                                              | VENTR 2018-32A A1                                                                                                                    | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     668873 | PA      | $669022.68     | 0.00%             | 2031-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | GBP/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4934.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6 05/01/56                                                                                                                       | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     240000 | PA      | $228174.03     | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.IG.46.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $10794605.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29                                                                   | BBCMS 2024-5C29 A3                                                                                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $712436.83     | 0.00%             | 2057-09-17      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Tenneco                                                                                          | Tenneco Term Loan B 500 2028-11-01                                                                                                   | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    4175000 | PA      | $4063235.25    | 0.02%             | 2028-11-17      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $426043.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $27349.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $665.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELIMO Holding AG                                                                                | BELIMO Holding AG CHF0.05 (REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        875 | NS      | $710630.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-147340.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NatWest Group PLC ORD GBP1.0769                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    1149045 | NS      | $8512064.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | Cardinal Health, Inc. COM                                                                                                            | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      63000 | NS      | $13312530.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bupa Finance PLC                                                                                 | BUPFIN 5 10/12/30                                                                                                                    | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |     370000 | PA      | $450831.09     | 0.00%             | 2030-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                       | FORDF 2023-1 A1                                                                                                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $800981.60     | 0.00%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27                                                                   | BBCMS 2024-5C27 A3                                                                                                                   | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     360000 | PA      | $373454.36     | 0.00%             | 2057-07-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA1257                                                                                                                            | CUSIP: 31418AMF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        678 | PA      | $671.10        | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 2.375 11/09/28 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    1670000 | PA      | $1889854.48    | 0.01%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                                        | Linde PLC COM EUR0.001                                                                                                               | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      47106 | NS      | $23353270.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd.                                                                          | Singapore Exchange Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     272900 | NS      | $4163126.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Canadian Dollar Futures, Jun-2026,ETH                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -85 | NC      | $117947.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                                  | Microsoft Corp. COM                                                                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     650264 | NS      | $240708224.88  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.24 04/15/30                                                                                                                 | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2037501.60    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                                                                    | Jardine Matheson Holdings Ltd. USD0.25(SINGAPORE REG)                                                                                | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      12500 | NS      | $898540.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                                                           | MSCI EAFE Index Futures - ICUS, Jun26                                                                                                | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       1815 | NC      | $-4078123.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 9.75 10/15/30 144A                                                                                                            | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1286190.06    | 0.01%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 995724                                                                                                                            | CUSIP: 31416CD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1247 | PA      | $1307.77       | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGATTA XXIX FUNDING LTD                                                                         | REG29 2024-3A A                                                                                                                      | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30000000 | PA      | $30012825.00   | 0.14%             | 2037-09-08      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 6.25 02/15/29 144A                                                                                                             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    3574000 | PA      | $2680500.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                                                           | SiriusXM Holdings Inc COMMON STOCK                                                                                                   | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     191100 | NS      | $4410588.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CITIBANK NA                                                                                      | CDEP 5.875 04/30/29 144A                                                                                                             | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    2000000 | PA      | $2087377.20    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELITE MATERIAL COMPANY LTD                                                                       | Elite Material Co Ltd. TWD10                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      31886 | NS      | $2721356.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $64724.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | Ally Financial Inc. COM                                                                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     240600 | NS      | $9438738.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 6.625 03/26/56 144A                                                                                                              | CUSIP: 56530KAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     178000 | PA      | $176259.53     | 0.00%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                           | PENN 5.625 01/15/27 144A                                                                                                             | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1044113.17    | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | HKD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2312.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 4.5 10/01/29                                                                                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     390000 | PA      | $387650.75     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                                                                                  | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1978770.98    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.125 12/01/30 144A                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     425000 | PA      | $254832.76     | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                    | SMYREA 6 11/01/28 144A                                                                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1856625.34    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.437 11/02/33                                                                                                                 | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     375000 | PA      | $418291.35     | 0.00%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5.625 02/19/36                                                                                                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     740000 | PA      | $781881.90     | 0.00%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-193274.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/INR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $23807.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                               | TTWO 4 04/14/32                                                                                                                      | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     450000 | PA      | $429168.96     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.125 03/01/27                                                                                                                  | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     326000 | PA      | $325125.71     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/16/26                                                                                                                         | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110000000 | PA      | $109163274.00  | 0.51%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXVII LLC                                                                  | MDPK 2019-37A AR2                                                                                                                    | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3360000 | PA      | $3361340.64    | 0.02%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Dimensional ETF Trust                                                                            | Dimensional ETF Trust INTERNATIONAL CORE EQUITY MARKET ETF                                                                           | CUSIP: 25434V203<br>LEI: 549300TQ0DPO13B72F34 | Long             | EC               | RF                | US        |    3388821 | NS      | $132028466.16  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital PLC                                                                       | AALLN 4.75 09/21/32 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $1077121.59    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-67785.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA LONDON BRANCH                                                                 | ACAFP 1.75 03/05/29 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     600000 | PA      | $659743.00     | 0.00%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    6835000 | NC      | $175.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V6.612 10/19/27 144A                                                                                                          | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     505000 | PA      | $510569.90     | 0.00%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                                 | Concentrix Corp. COM                                                                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     164300 | NS      | $4495248.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DP World Ltd.                                                                                    | DPWDU 2.375 09/25/26 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1698000 | PA      | $1947933.18    | 0.01%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.814 04/23/29                                                                                                                   | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118345.67     | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Regie Autonome Transports Parisiens                                                              | RATPFP 1.875 05/25/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    2000000 | PA      | $2096000.82    | 0.01%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | JNJ 2.7 02/26/29                                                                                                                     | CUSIP: 478160DB7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2286446.06    | 0.01%             | 2029-02-26      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                                         | Vinci SA EUR2.50                                                                                                                     | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      55165 | NS      | $8280225.62    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.625 03/31/32 144A                                                                                                              | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2115581.01    | 0.01%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.422 05/13/36                                                                                                               | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2014601.00    | 0.01%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Swiss Prime Site AG                                                                              | Swiss Prime Site AG CHF2.00 (REGD)                                                                                                   | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       4050 | NS      | $685738.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/DIFL US LLC                                                    | DIGDIF 8.625 08/01/32 144A                                                                                                           | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |     402000 | PA      | $407948.64     | 0.00%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4 07/15/46                                                                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      70000 | PA      | $47202.21      | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Investment Portfolios 2                                                               | Prudential Investment Portfolios 2 PGIM CRE ULT SHR                                                                                  | CUSIP: 74440E201<br>LEI: 54930073VH97GP26HU49 | Long             | EC               | RF                | US        | 1761626090 | NS      | $1761626089.80 | 8.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA7240                                                                                                                            | CUSIP: 3140QFBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5328000 | PA      | $4578119.18    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd                                                                    | Nomura Research Institute Ltd NPV                                                                                                    | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      26300 | NS      | $719769.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.519 01/19/28 144A                                                                                                          | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1032000 | PA      | $1038715.22    | 0.00%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.625 06/15/29 144A                                                                                                               | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     485000 | PA      | $455439.73     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 1.95 02/15/28                                                                                                                   | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     294000 | PA      | $282299.07     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 2.375 07/15/31                                                                                                                   | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     320000 | PA      | $282724.82     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hulic Co Ltd.                                                                                    | Hulic Co Ltd. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 3538002E12E7IHAKTB10 | Long             | EC               | CORP              | JP        |      24000 | NS      | $279757.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.                                                     | Taiwan Semiconductor Manufacturing Co., Ltd. SPONSORED ADS                                                                           | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      56863 | NS      | $19216850.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                                                          | IDEXX Laboratories Inc. COM                                                                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |       6900 | NS      | $3877041.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1B3203                                                                                                                            | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        755 | PA      | $775.15        | 0.00%             | 2037-01-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $28755.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                               | Kubota Corporation NPV                                                                                                               | CUSIP: 000000000<br>LEI: 549300CSY4INHEHQQT13 | Long             | EC               | CORP              | JP        |     199100 | NS      | $3190615.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21927.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2003-5                                                            | OOMLT 2003-5 A2                                                                                                                      | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13583 | PA      | $14325.07      | 0.00%             | 2033-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 7.75 07/01/26                                                                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7439000 | PA      | $7418687.48    | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| UCB SA                                                                                           | UCB SA NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      18642 | NS      | $5616773.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR1                                                     | GSMBS 2021-GR1 A4                                                                                                                    | CUSIP: 36262QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     767603 | PA      | $633282.92     | 0.00%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Covivio SA                                                                                       | Covivio SA EUR3                                                                                                                      | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      28907 | NS      | $1727581.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-15884.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.875 10/29/35 144A                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      45000 | PA      | $43965.24      | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                        | INVH 2 08/15/31                                                                                                                      | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     270000 | PA      | $231433.02     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                                       | ANNGR 1.125 09/14/34 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $267452.13     | 0.00%             | 2034-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                                   | ATOSTR 5.125 06/14/33 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     485000 | PA      | $593650.69     | 0.00%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 545993                                                                                                                            | CUSIP: 31385JRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1244 | PA      | $1279.46       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015-3                                                                 | TPMT 2019-1 A1                                                                                                                       | CUSIP: 89177BAA3<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-O            | CORP              | US        |      42555 | PA      | $41252.46      | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                                            | Colgate-Palmolive Co. COM                                                                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     137111 | NS      | $11685970.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-136147.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V3.875 05/14/32 EMTN                                                                                                          | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     185000 | PA      | $214371.86     | 0.00%             | 2032-05-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4298.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-4551.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.388 05/01/31 144A                                                                                                               | CUSIP: 097023DK8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     635000 | PA      | $677593.42     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ACS Actividades De Construccion Y Servicios S.A.                                                 | ACS Actividades De Construccion Y Servicios S.A. EUR0.5                                                                              | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      27319 | NS      | $3331698.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 6.15 03/01/29                                                                                                                   | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     510000 | PA      | $531632.68     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $12613.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generalitat Valenciana                                                                           | VALMUN 6.04 06/10/27                                                                                                                 | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |    1600000 | PA      | $1907596.35    | 0.01%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1043.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                 | Merck & Co., Inc COM                                                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     228493 | NS      | $27485422.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-48398.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                                       | BSABS 2003-2 A3                                                                                                                      | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10258 | PA      | $10352.09      | 0.00%             | 2043-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ASR Nederland N.V.                                                                               | ASR Nederland N.V. EUR0.16                                                                                                           | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      66991 | NS      | $4612119.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.875 PERP GG                                                                                                                     | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     555000 | PA      | $557933.82     | 0.00%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T&D Holdings Inc.                                                                                | T&D Holdings Inc. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 3538008ARJ1MACEWA242 | Long             | EC               | CORP              | JP        |      16500 | NS      | $422639.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAZAKI BAKING CO LTD                                                                           | Yamazaki Baking Co Ltd. COM NPV                                                                                                      | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     112700 | NS      | $2519189.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mdgh Gmtn (Rsc) Ltd                                                                              | MUBAUH 0.375 03/10/27 GMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    1200000 | PA      | $1346671.59    | 0.01%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4639                                                                                                                            | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     571260 | PA      | $589021.79     | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                                               | Anglo American PLC ORD USD0.623855311355311                                                                                          | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      33920 | NS      | $1456375.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                                                                       | Aumovio SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |      16434 | NS      | $643573.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   58640000 | OU      | $162734.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4025.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V0.406 10/29/27                                                                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     925000 | PA      | $1054192.24    | 0.00%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $129113.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 3.875 06/01/29 144A                                                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1715124.96    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-106997.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AXIS Capital Holdings Limited                                                                    | AXIS Capital Holdings Limited COM USD0.0125                                                                                          | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      22100 | NS      | $2241161.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabon Blue Bond Master Trust                                                                     | GABBMT 6.097 08/01/38 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2983830.00    | 0.01%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 5.125 06/01/29                                                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $75961.52      | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | OBL 2.2 10/10/30 192                                                                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    4920000 | PA      | $5563170.69    | 0.03%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                         | ENGIFP 3.625 01/11/30 eMTN                                                                                                           | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     900000 | PA      | $1046922.69    | 0.00%             | 2030-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 08/15/29 144A                                                                                                           | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38029.80      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $13327.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2695022.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                             | BLAST 2026-1 C                                                                                                                       | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     489000 | PA      | $484902.13     | 0.00%             | 2031-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.851 07/25/28                                                                                                                  | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     425000 | PA      | $427093.33     | 0.00%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp / Atlas Luxco 4 SARL                 | UNSEAM 4.625 06/01/28 144A                                                                                                           | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1404000.00    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                                | Nucor Corporation COM                                                                                                                | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      57700 | NS      | $9757070.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                                                                         | Devon Energy Corporation COM                                                                                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     145000 | NS      | $7296400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Dupont De Nemours Inc                                                                            | Dupont De Nemours Inc COM                                                                                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     121233 | NS      | $5552471.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Deutsche Bank AG                                                                                 | Deutsche Bank AG ORD NPV(REGD)                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     189020 | NS      | $5625251.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4502.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V2.552 01/07/28                                                                                                                   | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $575432.50     | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                                 | SANUK 3.125 05/12/31                                                                                                                 | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $4026412.32    | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | Marsh & McLennan Companies, Inc. COM                                                                                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      87461 | NS      | $15170110.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                                          | WPP PLC ORD GBP0.10                                                                                                                  | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | JE        |     341244 | NS      | $1067230.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-16623.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                                                                        | Central Japan Railway Co. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      30200 | NS      | $785235.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-2093.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2022-2 Designated Activity Co.                                        | PLMER 2022-2A ARR                                                                                                                    | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-O            | CORP              | IE        |   15250000 | PA      | $17609917.77   | 0.08%             | 2038-01-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVI Ltd/Llc                                                          | BSP 2018-16A A1R2                                                                                                                    | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5001827.00    | 0.02%             | 2038-01-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 1.625 04/28/32 12Y                                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    2290000 | PA      | $2285621.60    | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR 3.25 01/17/33 EMTN                                                                                                              | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $181026.12     | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                                     | 3i Group PLC ORD GBP0.738636                                                                                                         | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      46333 | NS      | $1510039.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 8.75 06/02/29                                                                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3740000 | PA      | $3932236.00    | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank                                                                       | AFREXI 3.994 09/21/29 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | EG        |     250000 | PA      | $232457.50     | 0.00%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -324 | NC      | $425849.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBS) Schatz Futures                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        320 | NC      | $-347779.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                             | RPLDCI 6.581 05/30/49 144A                                                                                                           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3447000 | PA      | $3549973.38    | 0.02%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.953 02/04/32                                                                                                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      60000 | PA      | $52870.58      | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C72128                                                                                                                            | CUSIP: 31288ALH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.56         | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-62961.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                                                                                  | Advantest Corp. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     110573 | NS      | $15259811.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-3                                                                  | FFIN 2025-3A A                                                                                                                       | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1263461 | PA      | $1253518.02    | 0.01%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-320173.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust CORE MSCI EAFE                                                                                                         | CUSIP: 46432F842<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |    2019030 | NS      | $182782785.90  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745948                                                                                                                            | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20935 | PA      | $21966.46      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.85 05/17/27                                                                                                                      | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604405.89     | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Hotchkis & Wiley Large-Cap Value Portfolio                                                                                       | CUSIP: 00767H667<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |    7948374 | NS      | $492560760.65  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                                    | RCKT 2025-CES12 A1A                                                                                                                  | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     948143 | PA      | $943618.63     | 0.00%             | 2055-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/43                                                                                                                         | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1110000 | PA      | $473525.58     | 0.00%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                              | PEER HOLDING III BV                                                                                                                  | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | N/A       |    6000000 | PA      | $6904446.86    | 0.03%             | 2031-06-26      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                                   | CMZB V4 07/16/32 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    1900000 | PA      | $2199628.78    | 0.01%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.749 11/07/36 GMTN                                                                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3218824.95    | 0.01%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 5.2 07/31/34 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1618000 | PA      | $2015463.12    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARES EURO CLO I BV                                                                               | ARESE 11A A1R                                                                                                                        | CUSIP: 000000000<br>LEI: 8I74KLNPFWZWRT152U58 | Long             | ABS-O            | CORP              | NL        |    2316137 | PA      | $2677805.69    | 0.01%             | 2032-04-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 995199                                                                                                                            | CUSIP: 31416BRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1031 | PA      | $1067.52       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Small-Cap Growth Portfolio                                                                                                       | CUSIP: 000000000<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |    3891817 | NS      | $334774057.29  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                                                                        | Gecina SA EUR7.50                                                                                                                    | CUSIP: 000000000<br>LEI: 9695003E4MMA10IBTR26 | Long             | EC               | CORP              | FR        |      18100 | NS      | $1428113.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V6.316 10/03/29 144A                                                                                                           | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     740000 | PA      | $769467.47     | 0.00%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Company                                                                             | HL 7.25 02/15/28                                                                                                                     | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     797000 | PA      | $797364.40     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR1 LLC                                          | BVCLN 2024-CAR1 C                                                                                                                    | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |      82385 | PA      | $82687.24      | 0.00%             | 2031-12-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi A.S.                                                     | MERSIN 8.25 11/15/28 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $255234.38     | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5 07/31/27 144A                                                                                                                  | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3547000 | PA      | $3538232.97    | 0.02%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES LV CLO LTD                                                                                  | ARES 2020-56A BR2                                                                                                                    | CUSIP: 04018NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23800000 | PA      | $23784537.14   | 0.11%             | 2038-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF MOROCCO                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-72319.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $69754.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF KAZAKHSTAN                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $2036.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                                                          | DBS Group Holdings Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      45110 | NS      | $2007400.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-645844.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.875 02/01/29 144A                                                                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1851000 | PA      | $1851192.43    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.546 03/04/30                                                                                                                 | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $614621.46     | 0.00%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                                                                   | API Group Corp COM STK                                                                                                               | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      47500 | NS      | $1924700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21864.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                                          | Eni SpA NPV                                                                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     240166 | NS      | $6828829.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau Clo XIII Designated Activity Co.                                                         | TIKEH 13A A                                                                                                                          | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-O            | CORP              | IE        |   24300000 | PA      | $27943758.84   | 0.13%             | 2038-10-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 5.375 11/15/29                                                                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1013425.85    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 2 06/01/30                                                                                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $219676.23     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                               | Conagra Brands Inc COM                                                                                                               | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     275600 | NS      | $4332432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.493 01/16/32                                                                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     765000 | PA      | $752428.49     | 0.00%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FOAT) OAT Futures                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        119 | NC      | $-398883.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB9340                                                                                                                            | CUSIP: 3140QVLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5774580 | PA      | $5963583.78    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                                  | London Stock Exchange Group PLC ORD GBP0.06918604                                                                                    | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      46540 | NS      | $5495804.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                      | Cencora Inc COM                                                                                                                      | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      15868 | NS      | $4984773.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4559                                                                                                                              | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1017 | PA      | $1040.26       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL C                                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     350139 | NS      | $100440873.54  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Group                                                                                 | Transurban Group STAPLED UNITS NPV                                                                                                   | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     204231 | NS      | $1992241.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.75 04/20/29 144A                                                                                                               | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1819879.60    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 6.5 02/01/29 144A                                                                                                             | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     235000 | PA      | $149998.20     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1873.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Montreal (City of)                                                                               | MNTRL 4.4 12/01/43                                                                                                                   | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     700000 | PA      | $478174.62     | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-719469.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOTTERY CORP LTD (THE)                                                                           | Lottery Corporation Ltd NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     146778 | NS      | $548149.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4279.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 6 06/13/33 144A                                                                                                               | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     385000 | PA      | $400058.12     | 0.00%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                             | Howmet Aerospace Inc COM                                                                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      84068 | NS      | $19374311.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $57793.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   12447000 | OU      | $76616.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1434.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.4 04/10/37 144A                                                                                                            | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2170000 | PA      | $2092484.78    | 0.01%             | 2037-04-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS ALPHABET INC                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $26494.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 3.5 12/01/48                                                                                                                       | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    1500000 | PA      | $886933.04     | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                              | TPMT 2024-CES1 A1A                                                                                                                   | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51467 | PA      | $51551.96      | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                  | IADB 6.75 07/15/27 MTN                                                                                                               | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     600000 | PA      | $617344.20     | 0.00%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3856.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 0.95 03/01/37 16Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     910000 | PA      | $774211.83     | 0.00%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| India Green Power Holdings                                                                       | INGPHL 4 02/22/27 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |     240000 | PA      | $233760.00     | 0.00%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                                        | Thales SA EUR3                                                                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      12512 | NS      | $3669083.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIF - Alta Velocidad                                                                            | ADIFAL 3.5 04/30/32 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     900000 | PA      | $1043949.62    | 0.00%             | 2032-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 1.125 01/17/30                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2600000 | PA      | $2690534.46    | 0.01%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd.                                                                                 | Shiseido Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     120000 | NS      | $2451628.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                                               | SBH 6.75 04/01/32                                                                                                                    | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |     670000 | PA      | $686177.00     | 0.00%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 3.875 04/30/28 144A                                                                                                           | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     355000 | PA      | $346320.25     | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                                                        | Argenx SE EUR0.10                                                                                                                    | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       4626 | NS      | $3357269.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp.                                                              | OHYD 0 04/11/31 +40                                                                                                                  | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | MUN               | CA        |    4000000 | PA      | $2411290.92    | 0.01%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS GOVERNMENT OF MALAYSIA                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-12535.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                               | RAKUTN 11.25 02/15/27 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     680000 | PA      | $703800.00     | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1989 | NC      | $-4693075.23   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.625 03/01/32 144A                                                                                                              | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1358861.62    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.678 01/23/35                                                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41302.65      | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.174 02/13/30                                                                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1370736.47    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.511 10/20/32 MTN                                                                                                               | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     270000 | PA      | $238441.73     | 0.00%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 5.25 05/15/36                                                                                                                    | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     190000 | PA      | $184885.89     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 4.375 10/01/30 144A                                                                                                             | CUSIP: 147918AF3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    2800000 | PA      | $2779812.00    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sberbank of Russia                                                                               | Sberbank of Russia RUB3(RUB)                                                                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     192384 | NS      | $0.24          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mitsubishi Electric Corp.                                                                        | Mitsubishi Electric Corp. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     243700 | NS      | $7970718.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 05/15/44                                                                                                                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41295000 | PA      | $40049697.66   | 0.19%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   75170000 | OU      | $673.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                               | EOG Resources Inc. COM                                                                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      60285 | NS      | $8715402.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Unibail-Rodamco-Westfield SE                                                                     | URWFP V4.875 PERP                                                                                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $923034.07     | 0.00%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-INV1                                                               | JPMMT 2020-INV1 A11                                                                                                                  | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     102935 | PA      | $100549.50     | 0.00%             | 2050-08-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Julius Baer Group AG                                                                             | Julius Baer Group AG CHF0.02 (REGD)                                                                                                  | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      10648 | NS      | $783202.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3348000 | NC      | $-49530.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.7 09/20/45 194                                                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  100000000 | PA      | $579475.76     | 0.00%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG D86309                                                                                                                            | CUSIP: 3128FWAJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1076 | PA      | $1075.40       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2022-1 LTD                                                                           | EMPWR 2022-1A A1R                                                                                                                    | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10003029.00   | 0.05%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MongoDB Inc.                                                                                     | MongoDB Inc. CL A                                                                                                                    | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      18800 | NS      | $4601676.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB V7.125 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     690000 | PA      | $828720.18     | 0.00%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                                    | NN Group N.V. EUR0.12                                                                                                                | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      94536 | NS      | $7382875.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| World Gold Trust                                                                                 | World Gold Trust SPDR GLD MINIS                                                                                                      | CUSIP: 98149E303<br>LEI: 549300DGCWLK8TGZ0C89 | Long             | EC               | RF                | US        |     624019 | NS      | $57840321.11   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.303 10/23/29                                                                                                                  | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     365000 | PA      | $380263.23     | 0.00%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3510000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                         | WYNFIN 5.125 10/01/29 144A                                                                                                           | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46000 | PA      | $45432.07      | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.943 01/21/33                                                                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     430000 | PA      | $386483.07     | 0.00%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                                                                      | OBIC Co Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      64900 | NS      | $1575216.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                                             | Koninklijke KPN N.V. EUR0.04                                                                                                         | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     247461 | NS      | $1379255.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generalitat de Catalunya                                                                         | GENCAT 4.22 04/26/35                                                                                                                 | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     230000 | PA      | $270253.59     | 0.00%             | 2035-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                                     | Autodesk Inc COM                                                                                                                     | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      64400 | NS      | $15417360.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.35 07/01/29 5Y                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     465000 | PA      | $542506.67     | 0.00%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                                         | UNVR 8.5 06/15/30 144A                                                                                                               | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1734878.54    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Minebea Mitsumi Inc.                                                                             | Minebea Mitsumi Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     153500 | NS      | $2548880.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-419161.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34                                                                                  | BANK 2021-BN34 A5                                                                                                                    | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230000 | PA      | $202447.22     | 0.00%             | 2063-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| iShares Trust                                                                                    | iShares Trust RUS 1000 GRW ETF                                                                                                       | CUSIP: 464287614<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     305441 | NS      | $130240042.40  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-3362.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                                                | STSP 7.375 12/01/31 144A                                                                                                             | CUSIP: 82929RAC0<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |     100000 | PA      | $114806.00     | 0.00%             | 2031-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                                     | Lennar Corp. CL A                                                                                                                    | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      32300 | NS      | $2804932.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -11757000 | NC      | $-344290.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                         | Daimler Truck Holding AG NPV                                                                                                         | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |      11324 | NS      | $557659.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd.                                                                           | Daikin Industries Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |       6300 | NS      | $755665.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.5 02/15/56                                                                                                                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     971000 | PA      | $958126.02     | 0.00%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen AG                                                                                    | Volkswagen AG NON VTG PRF NPV                                                                                                        | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |      15725 | NS      | $1608549.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.543 08/22/35 144A                                                                                                              | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     700000 | PA      | $684322.08     | 0.00%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                                                         | Industrivarden AB (publ) SER'C'NPV                                                                                                   | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |      74409 | NS      | $3688358.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| NCL Corporation Ltd.                                                                             | NCLH 6.25 03/01/30 144A                                                                                                              | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      75000 | PA      | $73991.25      | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                                                               | Swire Pacific Ltd. 'A' NPV                                                                                                           | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |      30000 | NS      | $327892.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G01974                                                                                                                            | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        297 | PA      | $299.87        | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.875 02/15/51                                                                                                                     | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25710000 | PA      | $14273067.19   | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.6 11/15/32                                                                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     468000 | PA      | $455391.63     | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3528000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $361782.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V6.25 PERP                                                                                                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     382000 | PA      | $382786.28     | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V4.789 06/01/33 MTN                                                                                                              | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     210000 | PA      | $205362.66     | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 6.35 08/10/28 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    4800000 | PA      | $4837500.00    | 0.02%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                                   | Atlas Copco AB SER'A'NPV                                                                                                             | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      55322 | NS      | $976257.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                                      | MCFE 7.375 02/15/30 144A                                                                                                             | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2099401.13    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Genmab As                                                                                        | Genmab As DKK1                                                                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |       5699 | NS      | $1534863.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co Ltd.                                                                    | Nippon Paint Holdings Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 529900RYRJUN78A7PL87 | Long             | EC               | CORP              | JP        |     131600 | NS      | $825203.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                                                                        | Orkla ASA NOK1.25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     135133 | NS      | $1700599.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                                                                          | Naturgy Energy Group SA EUR1                                                                                                         | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |     172556 | NS      | $5180199.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1Q0196                                                                                                                            | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        466 | PA      | $483.51        | 0.00%             | 2037-02-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS CMBX.NA.AAA.17                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-31557.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                                       | Woodside Energy Group Ltd. NPV                                                                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     129060 | NS      | $3063566.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Croatia (Republic Of)                                                                            | CROATI 1.5 06/17/31                                                                                                                  | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    2205000 | PA      | $2345904.20    | 0.01%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | Tenet Healthcare Corporation COM NEW                                                                                                 | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      11600 | NS      | $2189036.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                             | PRM7 2025-PRM7 C                                                                                                                     | CUSIP: 74290HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265000 | PA      | $257775.89     | 0.00%             | 2042-11-13      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                         | EIX 4.453 03/15/36                                                                                                                   | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     988000 | PA      | $980390.28     | 0.00%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 08/15/55                                                                                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1438000 | PA      | $1400926.56    | 0.01%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                                       | Alliant Energy Corporation COM                                                                                                       | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      15779 | NS      | $1132301.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                                                                 | Osaka Gas Co Ltd NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      69200 | NS      | $2802913.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS CDX.EM.45.V1                                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-1045770.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8.875 PERP C                                                                                                                    | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $6147422.37    | 0.03%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 2 07/09/39 REGS                                                                                                                  | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    1175000 | PA      | $1019557.08    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magnetite XVII Ltd.                                                                              | MAGNE 2016-17A AR2                                                                                                                   | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    2550000 | PA      | $2550488.84    | 0.01%             | 2037-04-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.2 03/01/35 144A                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     430000 | PA      | $433910.40     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-202522.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.75 03/31/34 144A                                                                                                               | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     415000 | PA      | $406165.23     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 1.375 09/23/50 30Y                                                                                                            | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      50000 | PA      | $30918.99      | 0.00%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 MORTGAGE TRUST                                                                    | COMM 2016-COR1 A3                                                                                                                    | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     398170 | PA      | $396539.71     | 0.00%             | 2049-10-13      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $93420.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-98906.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LIX LTD                                                                     | MDPK 2021-59A A1R                                                                                                                    | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   29750000 | PA      | $29763018.60   | 0.14%             | 2037-04-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $203425.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTTAWA-CARLETON (ON), REGIONAL MUNICIPALITY OF                                                   | OTTAWA 4.2 07/30/53                                                                                                                  | CUSIP: 689551ED7<br>LEI: N/A                  | Long             | DBT              | MUN               | CA        |     800000 | PA      | $515965.21     | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Jeronimo Martins - S.G.P.S., S.A.                                                                | Jeronimo Martins - S.G.P.S., S.A. EUR1                                                                                               | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      64643 | NS      | $1545701.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $188674.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 3.375 02/15/31 144A                                                                                                           | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $939562.31     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                                                           | Check Point Software Technologies Ltd. ORD ILS0.01                                                                                   | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |      20400 | NS      | $2914140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Enel S.p.A.                                                                                      | Enel S.p.A. EUR1                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    1593611 | NS      | $17422678.63   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4946                                                                                                                              | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     134384 | PA      | $133229.54     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 5.75 09/15/31 144A                                                                                                              | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     950000 | PA      | $882416.57     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V4.725 02/06/32                                                                                                                   | CUSIP: 25160PAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $418928.32     | 0.00%             | 2032-02-06      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Air Liquide S.A.(L')                                                                             | Air Liquide S.A.(L') EUR5.50                                                                                                         | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      17270 | NS      | $3569683.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                                            | SYMP 2015-16A ARR                                                                                                                    | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |     503401 | PA      | $503480.35     | 0.00%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/39                                                                                                                         | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1135000 | PA      | $617187.40     | 0.00%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -11390000 | OU      | $-38865.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | Roper Technologies Inc COM                                                                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      12900 | NS      | $4564794.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-C4                                                      | CGCMT 2017-C4 A3                                                                                                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     312093 | PA      | $307625.56     | 0.00%             | 2050-10-14      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRS MLBC INDEX                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              | CORP              | US        |          1 | NC      | $15581814.73   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Industrial Issuer Trust Canada                                                              | BX 2024-PURE A                                                                                                                       | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     776986 | PA      | $562306.88     | 0.00%             | 2041-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                             | MXPRLL 6 07/15/30 REGs                                                                                                               | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $322626.63     | 0.00%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $31526.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-112905.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-2 LLC                                                            | EFF 2023-2 A2                                                                                                                        | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     133361 | PA      | $133871.61     | 0.00%             | 2030-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.65 11/01/28                                                                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     435000 | PA      | $446626.52     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc.                                                                              | Sompo Holdings Inc. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      21400 | NS      | $833064.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $29067.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.827 02/13/35                                                                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156964.29     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                               | Long Gilt Future - ICEU                                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        166 | NC      | $-1010343.59   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cd 2019-Cd8 Mortgage Trust                                                                       | CD 2019-CD8 A3                                                                                                                       | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     916181 | PA      | $863574.27     | 0.00%             | 2057-08-17      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.356 10/22/31 I                                                                                                                 | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     989000 | PA      | $969491.98     | 0.00%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $2615874.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C34                                                                   | BBCMS 2025-5C34 A3                                                                                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3630000 | PA      | $3750488.41    | 0.02%             | 2058-05-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 05/15/35                                                                                                                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26530000 | PA      | $26459529.69   | 0.12%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET V5.85 03/15/56 .                                                                                                                 | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      76000 | PA      | $74589.77      | 0.00%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                                | LEG Immobilien SE NPV                                                                                                                | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | EC               | CORP              | DE        |      47200 | NS      | $3083187.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V5.136 09/22/36                                                                                                                | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $192856.56     | 0.00%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $606219.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 2.3 02/01/32                                                                                                                    | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     400000 | PA      | $342823.07     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| NU HOLDINGS LTD                                                                                  | Nu Holdings Ltd. ORD SHS CL A                                                                                                        | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |     592572 | NS      | $8515259.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $80053.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A15908                                                                                                                            | CUSIP: 31296QR51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        452 | PA      | $450.82        | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                             | Schindler Holding AG CHF0.10 (REGD)                                                                                                  | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       1520 | NS      | $478727.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | NZD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-211755.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                                            | OK OKSDEV 4.62 06/01/2044                                                                                                            | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    3285000 | PA      | $3192776.91    | 0.01%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/44                                                                                                                         | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $448155.05     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | IRS BRL                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-11630.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE V7.5 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $795107.04     | 0.00%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | Verizon Communications Inc. COM                                                                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     497371 | NS      | $24968024.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc.                                                                               | Iron Mountain Inc. COM                                                                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      25900 | NS      | $2645426.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National Grid PLC                                                                                | NGGLN 0.25 09/01/28 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $644825.60     | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H7                                                           | MSC 2019-H7 A3                                                                                                                       | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      59440 | PA      | $56682.31      | 0.00%             | 2052-07-17      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                                            | NXP Semiconductors NV EUR0.20                                                                                                        | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      56278 | NS      | $11078887.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $420.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | Morgan Stanley COM NEW                                                                                                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     234798 | NS      | $38640706.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 02/15/29 144A                                                                                                                | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     219000 | PA      | $160481.01     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3360000 | NC      | $196.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                                    | Assurant Inc. COM                                                                                                                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      21200 | NS      | $4617572.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sumitomo Realty & Development Co Ltd.                                                            | Sumitomo Realty & Development Co Ltd. NPV                                                                                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |      11000 | NS      | $312133.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.5 04/01/28 144A                                                                                                                | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     520000 | PA      | $525595.51     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS NATIONAL BANK OF CANADA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1679.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 40 LTD                                                                                   | KKR 40A AR                                                                                                                           | CUSIP: 48254UAE5<br>LEI: 254900VNK6ZR909DTL30 | Long             | ABS-CBDO         | CORP              | JE        |    1020000 | PA      | $1020063.04    | 0.00%             | 2034-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                                                | BXMT 2025-FL5 A                                                                                                                      | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $799306.08     | 0.00%             | 2042-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | Dominion Energy Inc COM                                                                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      73199 | NS      | $4525162.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -3360000 | NC      | $-54247.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725584                                                                                                                            | CUSIP: 31402DCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1266 | PA      | $1272.21       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                                                          | SITC International Holdings Co Ltd. HKD0.10                                                                                          | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |     828000 | NS      | $3625416.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5 02/01/28 144A                                                                                                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $89171.30      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| American Medical Systems Europe B.V.                                                             | BSX 3.25 03/08/34                                                                                                                    | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    2300000 | PA      | $2549857.11    | 0.01%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC                                                    | CQS 2023-3A A1                                                                                                                       | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   14000000 | PA      | $14005455.80   | 0.07%             | 2037-01-26      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                        | Airbus SE EUR1                                                                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      77479 | NS      | $14649184.53   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                                     | Moodys Corp. COM                                                                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       8900 | NS      | $3882625.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/39                                                                                                                         | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1125000 | PA      | $593022.28     | 0.00%             | 2039-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | The Allstate Corporation COM                                                                                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      58800 | NS      | $12191592.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regie Autonome Transports Parisiens                                                              | RATPFP 3.25 05/25/34 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $222277.95     | 0.00%             | 2034-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                                               | DFC 3.25 10/15/30                                                                                                                    | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |     527778 | PA      | $515133.26     | 0.00%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. COM NEW                                                                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     274298 | NS      | $31108136.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $74596.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/42                                                                                                                         | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29250000 | PA      | $12660309.07   | 0.06%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | American Express Company COM                                                                                                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      52790 | NS      | $15967919.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS PLN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $4488.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 4.5 06/16/34 10Y                                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1000000 | PA      | $1145378.00    | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 5.125 11/01/27                                                                                                                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $1040076.13    | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AP4736                                                                                                                            | CUSIP: 3138M8HN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        565 | PA      | $559.78        | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | Intel Corporation COM                                                                                                                | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     125200 | NS      | $5525076.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.35 01/15/31                                                                                                                    | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      80000 | PA      | $85044.37      | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 4.95 07/01/50                                                                                                                    | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $49838.10      | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                                              | TPMT 2024-CES5 A1                                                                                                                    | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     488315 | PA      | $487362.75     | 0.00%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.5 06/01/41                                                                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     147000 | PA      | $113961.85     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9 02/01/31 144A                                                                                                                 | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1759493.85    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-15564.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 3.625 07/15/26 144A                                                                                                             | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     975000 | PA      | $969558.20     | 0.00%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                                | CHLMPC 5.672 10/20/35 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     970871 | PA      | $979686.51     | 0.00%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                            | Freeport-McMoRan Inc. CL B                                                                                                           | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     240100 | NS      | $14113078.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                                                                       | Diageo PLC ORD GBP0.28 101/108                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      71798 | NS      | $1335242.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                                    | SDART 2025-3 C                                                                                                                       | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     340000 | PA      | $340484.74     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $926893.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.25 04/21/34 MTN                                                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     240000 | PA      | $240789.96     | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1029954.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                                        | Sanofi SA EUR2                                                                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     159599 | NS      | $15412448.05   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                             | CENT 2025-CITY A                                                                                                                     | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2215777.08    | 0.01%             | 2040-07-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS COMPANY LTD                                                                      | Otsuka Holdings Co Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       4600 | NS      | $326466.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS NOMURA HOLDINGS INC                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $2957.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5266                                                                                                                            | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44697 | PA      | $44957.07      | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-4748.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $13977.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MetLife Inc. COM                                                                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     291002 | NS      | $20579661.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA1162                                                                                                                            | CUSIP: 31418AJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        567 | PA      | $561.79        | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-31124.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                           | SO 4.25 10/01/30 A                                                                                                                   | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     101000 | PA      | $99603.20      | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-1                                                                | VERUS 2021-1 A3                                                                                                                      | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     185605 | PA      | $169909.42     | 0.00%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V5.125 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $466112.69     | 0.00%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF V5.625 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $473117.15     | 0.00%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 5.625 05/18/34 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    1025000 | PA      | $903025.00     | 0.00%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS Energy Corporation COM                                                                                                           | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      76620 | NS      | $5944179.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                                                                    | VVV 3.625 06/15/31 144A                                                                                                              | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      76000 | PA      | $68744.13      | 0.00%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5055                                                                                                                              | CUSIP: 36202FTL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9915 | PA      | $9829.14       | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                            | PWR 5.1 08/09/35                                                                                                                     | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     820000 | PA      | $808834.41     | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SEK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-92773.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                                                        | Hikma Pharmaceuticals PLC ORD GBP0.10                                                                                                | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      37899 | NS      | $636545.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                                             | PARCRT 0 06/05/34 REGS                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1343738 | PA      | $1092480.15    | 0.01%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale SA                                                                          | AFLBNK 3.125 03/20/34 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    1500000 | PA      | $1660832.49    | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 255459                                                                                                                            | CUSIP: 31371LWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        914 | PA      | $945.77        | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                      | OVV 5.65 05/15/28                                                                                                                    | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     460000 | PA      | $472240.91     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | Southern Co. COM                                                                                                                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     229528 | NS      | $22154042.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 3.75 09/19/28                                                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1920000 | PA      | $2172628.13    | 0.01%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                   | EU 3.25 07/04/34 UFA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | BE        |    2700000 | PA      | $3115410.38    | 0.01%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                                     | DBJPM 2016-C3 A4                                                                                                                     | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238895 | PA      | $238396.72     | 0.00%             | 2049-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V7.125 12/01/54                                                                                                                  | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     951000 | PA      | $973544.45     | 0.00%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                                                        | Travelers Companies, Inc. COM                                                                                                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       6982 | NS      | $2036509.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aisin Corp.                                                                                      | Aisin Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      19200 | NS      | $270491.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK ASSET HOLDINGS LTD                                                                            | CK Asset Holdings Ltd. HKD1                                                                                                          | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |     125000 | NS      | $715223.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.705 03/01/30 144A                                                                                                          | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2940000 | PA      | $3016626.40    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 4.85 02/19/36                                                                                                                   | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     158000 | PA      | $155165.64     | 0.00%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2023-6 B                                                                                                                       | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $201959.40     | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-B                                                                 | AQFIT 2025-B A                                                                                                                       | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     651020 | PA      | $653782.96     | 0.00%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | Banco Santander SA EUR0.50(REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     992556 | NS      | $11127266.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 1.5 09/30/34 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     185000 | PA      | $174206.46     | 0.00%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT                                                  | WFCM 2021-FCMT A                                                                                                                     | CUSIP: 95003EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     388000 | PA      | $387831.38     | 0.00%             | 2031-05-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                                   | Air Products & Chemicals, Inc. COM                                                                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      20168 | NS      | $5858602.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    2989000 | NC      | $10.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintrust Financial Corporation                                                                   | Wintrust Financial Corporation COM                                                                                                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      12913 | NS      | $1794132.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon Conservation DAC                                                                          | AMCSRV 6.034 01/16/42 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $1018441.20    | 0.00%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Csmc Series 2014-3R                                                                              | CSMC 2014-3R 2A1                                                                                                                     | CUSIP: 12648GAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      64829 | PA      | $63243.59      | 0.00%             | 2037-05-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                                                          | ATI 7.25 08/15/30                                                                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     625000 | PA      | $649098.82     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                                       | Apple Inc. COM                                                                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    1263144 | NS      | $320573315.76  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Paraguay (Republic of)                                                                           | PARGUY 2.739 01/29/33 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $175800.00     | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/NOK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-270.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/35                                                                                                                    | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1558738.22    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NTT Finance Corp                                                                                 | NTT 4.876 07/16/30 144A                                                                                                              | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     670000 | PA      | $673291.44     | 0.00%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                             | GGB 1.875 02/04/35                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    9400000 | PA      | $9373814.67    | 0.04%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 3.625 02/04/32                                                                                                                | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     900000 | PA      | $1019459.70    | 0.00%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 2.75 02/25/30 OAT                                                                                                               | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     337000 | PA      | $385482.70     | 0.00%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                                           | Lincoln National Corp. COM                                                                                                           | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      41114 | NS      | $1459547.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 11/15/35                                                                                                                         | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     440000 | PA      | $429206.25     | 0.00%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | Broadcom Inc COM                                                                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     428901 | NS      | $132749148.51  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                                                            | Woolworths Group Ltd. NPV                                                                                                            | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |     121517 | NS      | $3068576.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                                    | SDART 2026-1 C                                                                                                                       | CUSIP: 80288FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     812000 | PA      | $801444.73     | 0.00%             | 2032-04-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SEA LTD                                                                                          | Sea Ltd. SPONSORD ADS                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      16100 | NS      | $1333241.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                              | DBHNGR V1.6 PERP CB                                                                                                                  | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $524334.01     | 0.00%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.125 03/19/38                                                                                                                   | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     770000 | PA      | $859076.84     | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -6835000 | NC      | $-20248.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.123 02/01/29                                                                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1936446.79    | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5                      | ARSI 2004-W10 A2                                                                                                                     | CUSIP: 040104LM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11474 | PA      | $11105.18      | 0.00%             | 2034-10-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                                    | Fresnillo PLC ORD USD0.50                                                                                                            | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | GB        |      71294 | NS      | $3160178.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-25925.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                                                                | Singapore Telecommunications Ltd. NPV(BOARD LOT 100)                                                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     225000 | NS      | $866345.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.35 01/31/36 144A                                                                                                               | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     315000 | PA      | $308270.84     | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GACI First Investment Co.                                                                        | PIFKSA 3.375 10/14/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    1700000 | PA      | $1876522.48    | 0.01%             | 2032-10-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                               | UNSEAM 7.875 02/15/31 144A                                                                                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    2438000 | PA      | $2514553.43    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | FWD TREASURY BOND                                                                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | US        |   72635000 | NC      | $-611482.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 2.95 05/14/30 144A                                                                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     260000 | PA      | $243060.22     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    5247000 | NC      | $0.26          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                               | VICI 4.125 08/15/30 144A                                                                                                             | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9583.98       | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | PLN/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1293.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.55 07/15/29                                                                                                                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     930000 | PA      | $951937.31     | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                                                                | Admiral Group PLC ORD GBP0.001                                                                                                       | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      24279 | NS      | $1015487.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.521 02/24/32                                                                                                                 | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     430000 | PA      | $420983.67     | 0.00%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                | NGGLN 3.875 01/16/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     740000 | PA      | $865002.77     | 0.00%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $2651859.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co Ltd.                                                                              | Kyowa Kirin Co Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |      20400 | NS      | $333867.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V4.631 09/11/28 144A                                                                                                           | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     740000 | PA      | $739157.95     | 0.00%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.23 01/15/31                                                                                                                    | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     550000 | PA      | $558582.86     | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15208.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                                 | BRX 3.9 03/15/27                                                                                                                     | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    2108000 | PA      | $2096410.50    | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                      | TENINC 8 11/17/28 144A                                                                                                               | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9575487.56    | 0.04%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                                                        | KLA Corp. COM NEW                                                                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       4611 | NS      | $6789282.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-15235.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $423033.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP Comboios de Portugal E.P.E.                                                                   | CAMFER 5.7 03/05/30                                                                                                                  | CUSIP: 000000000<br>LEI: 549300VXFS1QY0HKKT27 | Long             | DBT              | NUSS              | PT        |    1450000 | PA      | $1782569.46    | 0.01%             | 2030-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6249.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                                                           | PENN 6.75 04/01/31 144A                                                                                                              | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $534352.93     | 0.00%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                                  | TCELLT 5.8 04/11/28 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     250000 | PA      | $248985.00     | 0.00%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crane Co.                                                                                        | Crane Co. COMMON STOCK                                                                                                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      62400 | NS      | $10670400.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.25 02/01/28                                                                                                                     | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     260000 | PA      | $254796.74     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                           | Yara International ASA NOK1.7                                                                                                        | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     125043 | NS      | $7309316.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                                                   | NGDCN 6.875 04/01/32 144A                                                                                                            | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     915000 | PA      | $944655.15     | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 4.45 09/15/30                                                                                                                    | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     395000 | PA      | $389027.43     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL POWER CORP                                                                              | PSALM 9.625 05/15/28                                                                                                                 | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    2000000 | PA      | $2198540.00    | 0.01%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION 2025-4                                                   | BLAST 2025-4 C                                                                                                                       | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205000 | PA      | $204522.86     | 0.00%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/ILS FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1614.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.875 10/29/35 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      45000 | PA      | $43965.24      | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                              | CHDN 6.75 05/01/31 144A                                                                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1079524.81    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc.                                                                             | Resona Holdings Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     403000 | NS      | $4597322.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 3.125 06/15/31                                                                                                                    | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1185580.87    | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 949782                                                                                                                            | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        443 | PA      | $456.00        | 0.00%             | 2037-08-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                                              | TPMT 2024-CES2 A1A                                                                                                                   | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      49092 | PA      | $49291.48      | 0.00%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TTEFP V1.625 PERP NC7                                                                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    1360000 | PA      | $1514060.86    | 0.01%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745946                                                                                                                            | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        527 | PA      | $543.79        | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ARAB REPUBLIC OF EGYPT                                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $66405.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FISHER & PAYKEL HEALTHCARE CORP LTD                                                              | Fisher & Paykel Healthcare Corp Ltd. NPV                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     155482 | NS      | $3371391.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cameco Corporation                                                                               | Cameco Corporation COM                                                                                                               | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |      15774 | NS      | $1713214.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ASX CLEARING CORPORATION LIMITED                                                                 | ASX 10 Year Treasury Bond Futures                                                                                                    | CUSIP: 000000000<br>LEI: 549300USWUR0S7VMM868 | N/A              | DIR              | CORP              | AU        |        500 | NC      | $-228931.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -164 | NC      | $333455.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS INR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3340000 | NC      | $160.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -5247000 | NC      | $-1069.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-267589.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                                   | Commonwealth Bank of Australia ORD NPV                                                                                               | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |     106873 | NS      | $12515556.77   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V3.091 05/14/32 144A                                                                                                             | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $916474.80     | 0.00%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -6943000 | NC      | $-151469.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.375 03/01/31                                                                                                                   | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $398658.50     | 0.00%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.375 06/15/29 144A                                                                                                               | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1470303.09    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.819 09/15/29                                                                                                                  | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1879451.61    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 6.5 01/28/51 144A                                                                                                             | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $192750.00     | 0.00%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/HKD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17299.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/HKD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6684.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.499 01/23/35                                                                                                                  | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162803.82     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daiichi Life Group Inc.                                                                          | Daiichi Life Group Inc. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |     129000 | NS      | $1189637.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                                                           | CEZCP 4.125 04/30/33 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     900000 | PA      | $1025326.79    | 0.00%             | 2033-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ingredion Incorporated                                                                           | Ingredion Incorporated COM                                                                                                           | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      42700 | NS      | $4810582.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                                                                        | DHL GROUP                                                                                                                            | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     163377 | NS      | $8611100.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/SEK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3594.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                       | Allianz SE NPV(REGD)(VINKULIERT)                                                                                                     | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      19696 | NS      | $8317987.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                                                     | TECPET 7.625 11/03/30 144A                                                                                                           | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     350000 | PA      | $353503.50     | 0.00%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-77251.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE V5.75 PERP                                                                                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $785114.52     | 0.00%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                                     | WMB 3.75 06/15/27                                                                                                                    | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     589000 | PA      | $584567.49     | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                                                       | UPGHI 2025-2 A                                                                                                                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     256497 | PA      | $254999.74     | 0.00%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lanxess AG                                                                                       | Lanxess AG NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      61507 | NS      | $1359861.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| STATE STREET BANK AND TRUST COMPANY                                                              | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $56211.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/DKK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21579.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                                          | SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD                                                                                           | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | HK        |    7000000 | PA      | $1023923.57    | 0.00%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.009 05/21/32                                                                                                                  | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3888360.31    | 0.02%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 3.25 01/31/32                                                                                                                    | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     680000 | PA      | $619235.12     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                   | Mckesson Corp. COM                                                                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      11100 | NS      | $9605496.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Co. COM                                                                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      53549 | NS      | $10657857.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 8.25 02/01/29 144A                                                                                                            | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2018322.76    | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.875 02/13/58                                                                                                                 | CUSIP: 02079KBU0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     800000 | PA      | $998513.25     | 0.00%             | 2058-02-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | BKO 2 12/16/27                                                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   20315000 | PA      | $23237173.51   | 0.11%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                                    | HEIBOS 1.375 03/03/27 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     463000 | PA      | $524722.96     | 0.00%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 7.25 06/15/28 144A                                                                                                               | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     446000 | PA      | $448533.11     | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6388.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                                                       | Tenaris SA USD1                                                                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |     110738 | NS      | $3237127.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                                 | BRX 4.125 05/15/29                                                                                                                   | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1060784.84    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise De Developpement                                                                | AGFRNC 1.375 07/05/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $202755.16     | 0.00%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-135029.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18416.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 8.375 11/01/33 144A                                                                                                           | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     695000 | PA      | $724076.46     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1G1326                                                                                                                            | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1057 | PA      | $1092.10       | 0.00%             | 2036-11-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund VIII Designated Activity Co.                                              | CORDA 8A A1RR                                                                                                                        | CUSIP: 000000000<br>LEI: 6354005PH9S8HT3WW464 | Long             | ABS-O            | CORP              | IE        |    5000000 | PA      | $5760858.69    | 0.03%             | 2034-07-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| STEVENS HOLDING COMPANY INC                                                                      | AIMC 6.125 10/01/26 144A                                                                                                             | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $179204.76     | 0.00%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                                                   | SMG 4.375 02/01/32                                                                                                                   | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     534000 | PA      | $496742.19     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                                   | BRCOL 2.75 06/18/52                                                                                                                  | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    1000000 | PA      | $501827.69     | 0.00%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $94725.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                                    | Veralto Corp. COM SHS                                                                                                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      77900 | NS      | $6887918.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Company                                                                             | Baker Hughes Company CL A                                                                                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     162446 | NS      | $9917328.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 02/15/44                                                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13015000 | PA      | $12443560.16   | 0.06%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                                              | JORDAN 5.75 11/12/32 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     945000 | PA      | $908967.15     | 0.00%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                                      | Investor AB SER'B'NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |     118076 | NS      | $4472097.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                                              | LVMH Moet Hennessy Louis Vuitton SE EUR0.30                                                                                          | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      13848 | NS      | $7570003.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                                                                | Sumitomo Electric Industries Ltd. NPV                                                                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      58000 | NS      | $3295565.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/KRW FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44685.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.069 06/01/29                                                                                                                  | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1170176.11    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Dow Inc                                                                                          | Dow Inc COM                                                                                                                          | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      41239 | NS      | $1717604.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/35 REGS                                                                                                                | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     800000 | PA      | $680000.00     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 5.7 03/26/36 144A                                                                                                                | CUSIP: 56530KAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     166000 | PA      | $164740.48     | 0.00%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cvc Cordatus Loan Fund XV Designated Activity Company                                            | CVC Cordatus Loan Fund XV DAC                                                                                                        | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-O            | CORP              | IE        |    4193904 | PA      | $4845080.36    | 0.02%             | 2032-08-26      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                       | Boliden AB NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      27520 | NS      | $1442649.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                                                     | VAT Group AG CHF0.10 (REGD)                                                                                                          | CUSIP: 000000000<br>LEI: 529900MVFK7NVALR7Y83 | Long             | EC               | CORP              | CH        |       3167 | NS      | $1975706.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings Inc                                                                                 | SBI Holdings Inc NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      50900 | NS      | $942482.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 888222                                                                                                                            | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1687 | PA      | $1769.56       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                              | DAL 4.75 10/20/28 144A                                                                                                               | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     449167 | PA      | $448325.56     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                | Johnson & Johnson COM                                                                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     220320 | NS      | $53855020.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-490.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V4.892 05/18/29                                                                                                                  | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1430000 | PA      | $1438660.65    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.867 06/08/34 MTN                                                                                                              | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104081.58     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Trend Micro Inc.                                                                                 | Trend Micro Inc. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      24600 | NS      | $820079.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | Republic Services, Inc. COM                                                                                                          | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       9827 | NS      | $2152309.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.25 04/15/31 144A                                                                                                               | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     395000 | PA      | $392506.10     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.545 11/08/32                                                                                                                  | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     415000 | PA      | $369106.36     | 0.00%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                                      | Novartis AG CHF0.49 (REGD)                                                                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     132284 | NS      | $20304858.13   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD V5.375 02/15/78                                                                                                                  | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     320000 | PA      | $316219.62     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEC Corp.                                                                                        | NEC Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     135800 | NS      | $3379124.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CNH FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2758.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                                   | ZBRA 6.5 06/01/32 144A                                                                                                               | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     765000 | PA      | $769594.16     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-42718.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.836 06/12/34                                                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     285000 | PA      | $297505.15     | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 4.625 10/15/29 144A                                                                                                              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1948718.32    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ipsen SA                                                                                         | Ipsen SA EUR1                                                                                                                        | CUSIP: 000000000<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |      12275 | NS      | $2293996.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                                                  | AOMT 2021-1 A2                                                                                                                       | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     396320 | PA      | $354433.76     | 0.00%             | 2066-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.75 05/05/26 144a                                                                                                              | CUSIP: 147918AB2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    1500000 | PA      | $1502268.90    | 0.01%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 1.9 10/31/52                                                                                                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     600000 | PA      | $449854.83     | 0.00%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1760                                                                                                                            | CUSIP: 36179N5V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        881 | PA      | $833.72        | 0.00%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                          | SLG 2026-OMA A                                                                                                                       | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2600516.10    | 0.01%             | 2041-04-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| South32 Ltd.                                                                                     | South32 Ltd. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     317340 | NS      | $960907.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    3368000 | NC      | $5.84          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc             | PK 4.875 05/15/29 144A                                                                                                               | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1419256.30    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                                    | Fujikura Ltd. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |     156600 | NS      | $4306818.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Axa SA                                                                                           | Axa SA EUR2.29                                                                                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     428280 | NS      | $19680135.09   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                                                                     | GEA Group AG NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |       5333 | NS      | $382470.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -75170000 | OU      | $-379102.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS Group AG USD0.10 (REGD)                                                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     287917 | NS      | $11226861.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                               | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44353.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Finance (Luxembourg) S.A.                                                                 | HOLNSW 0.5 04/23/31                                                                                                                  | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $393932.17     | 0.00%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V4.918 07/20/33                                                                                                                  | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     255000 | PA      | $255629.36     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Synthomer PLC                                                                                    | YULCLN 7.375 05/02/29 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $197159.34     | 0.00%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                                                              | MTU Aero Engines AG NPV (REGD)                                                                                                       | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       3477 | NS      | $1268475.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                                  | Affiliated Managers Group, Inc. COM                                                                                                  | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      12000 | NS      | $3320400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| San Diego Gas & Electric Company                                                                 | SRE 5.2 03/15/36 DDDD                                                                                                                | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     225000 | PA      | $224336.61     | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $73698.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | Mondelez International Inc. CL A                                                                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     112623 | NS      | $6491589.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caixabank S.A.                                                                                   | Caixabank S.A. EUR1                                                                                                                  | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    1056019 | NS      | $12659195.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS CLP                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1527.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.5 09/01/30                                                                                                                     | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     640000 | PA      | $607717.93     | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 7.65 06/15/35 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     295000 | PA      | $288805.00     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 5 10/15/29                                                                                                                         | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     800000 | PA      | $1049413.61    | 0.00%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   75170000 | OU      | $765495.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Principality of Andorra                                                                          | ANDRRA 1.25 05/06/31 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |    1500000 | PA      | $1551260.16    | 0.01%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7650                                                                                                                            | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3077052 | PA      | $2750404.68    | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 11.75 11/15/27 144A                                                                                                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2214972.45    | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.01 03/23/37 144A                                                                                                              | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     410000 | PA      | $396629.57     | 0.00%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 2.95 04/15/31                                                                                                                   | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     890000 | PA      | $816818.50     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Vale S.A.                                                                                        | Vale S.A. SPONSORED ADS                                                                                                              | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     144048 | NS      | $2291803.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-198429.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.417 01/13/37 144A                                                                                                          | CUSIP: 05571ABF1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     850000 | PA      | $826293.67     | 0.00%             | 2037-01-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Rheinmetall AG                                                                                   | Rheinmetall AG NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       4265 | NS      | $7194143.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G04452                                                                                                                            | CUSIP: 3128M6H50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        940 | PA      | $987.19        | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                                    | UBSCM 2019-C16 A3                                                                                                                    | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     385000 | PA      | $376738.63     | 0.00%             | 2052-04-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                             | GGB 3.375 06/15/34                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     126000 | PA      | $143004.78     | 0.00%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5.25 01/30/30 144A                                                                                                             | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2669000 | PA      | $1743497.56    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NVent Electric PLC                                                                               | NVent Electric PLC COM USD0.01                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     101300 | NS      | $11981764.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN DE2798                                                                                                                            | CUSIP: 3140BFDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     440676 | PA      | $444131.44     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-780667.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 846551                                                                                                                            | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        210 | PA      | $215.89        | 0.00%             | 2035-12-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-126567.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                              | Vertex Pharmaceuticals Incorporated COM                                                                                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       8007 | NS      | $3575445.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6 04/15/34 144A                                                                                                                  | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     180000 | PA      | $185562.73     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -117280000 | OU      | $-175728.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Globo Comunicacao E Participacoes SA                                                             | GLOPAR 4.875 01/22/30 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    2150000 | PA      | $2058625.00    | 0.01%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                                            | Deutsche Lufthansa AG ORD NPV (REGD)(VINK)                                                                                           | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | EC               | CORP              | DE        |     167061 | NS      | $1422655.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                                    | Rio Tinto PLC ORD GBP0.10                                                                                                            | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      96721 | NS      | $8973166.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                                                                        | Safran SA EUR0.20                                                                                                                    | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      43433 | NS      | $14212550.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V6.684 09/13/27 144A                                                                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2155000 | PA      | $2174791.52    | 0.01%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-86462.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS SULTANATE OF OMAN                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-657.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE Securities Corp Home Equity Loan Trust                                                       | ACE 2004-IN1 A1                                                                                                                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19643 | PA      | $18708.75      | 0.00%             | 2034-05-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | AT&T Inc COM                                                                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     634154 | NS      | $18384124.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Galaxy Entertainment Group Ltd.                                                                  | Galaxy Entertainment Group Ltd. NPV                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     221000 | NS      | $998895.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/31 144A                                                                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    8097441 | PA      | $8758785.32    | 0.04%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                                          | WHARF 2025-DC A                                                                                                                      | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     166000 | PA      | $169699.28     | 0.00%             | 2040-07-17      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V3.052 01/13/31 144A                                                                                                             | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $562024.74     | 0.00%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7 06/15/30 144A                                                                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1795860.02    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                      | Equinor ASA NOK2.50                                                                                                                  | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       9884 | NS      | $421101.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/40                                                                                                                         | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1120000 | PA      | $555537.77     | 0.00%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-INV1                                                               | JPMMT 2020-INV1 A3                                                                                                                   | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     170557 | PA      | $154022.96     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 5.45 03/01/35                                                                                                                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     111000 | PA      | $111570.76     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Slovenia (Republic of)                                                                           | SLOVEN 5 09/19/33 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    1400000 | PA      | $1449994.00    | 0.01%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                                               | Johnson Controls International PLC COM USD1.00                                                                                       | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |     128285 | NS      | $16798920.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Latvia (Republic Of)                                                                             | LATVIA 0 03/17/31 GMTN                                                                                                               | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     600000 | PA      | $589330.93     | 0.00%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-340995.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Csmc                                                                                             | CSMC 2014-USA A2                                                                                                                     | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |     130000 | PA      | $119033.43     | 0.00%             | 2037-09-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                                                    | GSKY 2025-3A A3                                                                                                                      | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     425678 | PA      | $425152.90     | 0.00%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | Citigroup Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.25% NONCUMULATIVE PREFERRED STOCK, SERIES II | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      50858 | NS      | $1253649.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Pearl Compute LLC                                                                          | BLKPRL 6.125 02/15/31 144A                                                                                                           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1909327.23    | 0.01%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C11 MORTGAGE TRUST                                                                     | BMO 2025-5C11 A3                                                                                                                     | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6800000 | PA      | $7026487.60    | 0.03%             | 2058-07-17      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A94251                                                                                                                            | CUSIP: 312942WL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1733 | PA      | $1675.89       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3510000 | NC      | $-0.02         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                                                                      | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1449359.86    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                                               | NextEra Energy Inc COM                                                                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     296803 | NS      | $27567062.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V6.75 PERP *                                                                                                                  | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     626000 | PA      | $621305.00     | 0.00%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 5.65 05/09/34 144A                                                                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71916.43      | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.35 03/02/33 MTN                                                                                                               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $931222.36     | 0.00%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 6.25 05/26/28 144A                                                                                                            | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     880000 | PA      | $895840.00     | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-15416.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 9.625 04/22/30                                                                                                                     | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     740000 | PA      | $841710.47     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1012                                                                                                                            | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      84884 | PA      | $80443.18      | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -75170000 | OU      | $-515775.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phinia Inc.                                                                                      | PHIN 6.75 04/15/29 144A                                                                                                              | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     600000 | PA      | $612449.47     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                                                | ERCOTT 4.966 02/01/42 A-2                                                                                                            | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $719880.18     | 0.00%             | 2042-02-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS TWD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $23396.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-125170.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                                                                         | Industrivarden AB (publ) SER'A'NPV                                                                                                   | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       8008 | NS      | $398847.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-57841.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 4.75 04/16/29                                                                                                                    | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |     600000 | PA      | $791864.88     | 0.00%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $61793.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.5 01/27/33 REGS                                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     430000 | PA      | $522343.41     | 0.00%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 888608                                                                                                                            | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         23 | PA      | $24.28         | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO 2025-III LTD                                                                         | BABSN 2025-3A A1                                                                                                                     | CUSIP: 06764PAA5<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20015290.00   | 0.09%             | 2038-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V5.283 11/19/30 144A                                                                                                             | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1180000 | PA      | $1197821.54    | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Holcim AG                                                                                        | Holcim AG CHF2 (REGD)                                                                                                                | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      48987 | NS      | $4049361.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-4                                                         | GCAR 2025-4A C                                                                                                                       | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     599000 | PA      | $595842.97     | 0.00%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-73.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-974.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 4.2 02/15/33                                                                                                                     | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $999425.79     | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS1614                                                                                                                            | CUSIP: 3138WAYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1487 | PA      | $1449.02       | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.625 01/19/29                                                                                                                | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     250000 | PA      | $263837.50     | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                                      | Xylem, Inc. COM                                                                                                                      | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      32694 | NS      | $3906933.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.73 09/05/30                                                                                                                      | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     820000 | PA      | $819378.15     | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Prologis Inc.                                                                                    | Prologis Inc. COM                                                                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     247979 | NS      | $32777864.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.05 09/01/33                                                                                                                    | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $523995.57     | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | Lloyds Banking Group PLC ORD GBP0.1                                                                                                  | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    5458930 | NS      | $6765988.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                          | E.ON SE NPV                                                                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     391500 | NS      | $8574425.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                                                                           | BP PLC ORD USD0.25                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     574091 | NS      | $4493297.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                                                         | ABB Ltd. CHF0.12 (REGD)                                                                                                              | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     220135 | NS      | $17898729.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.692 10/23/30                                                                                                                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $3993072.59    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Shionogi & Co Ltd.                                                                               | Shionogi & Co Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      93100 | NS      | $2059459.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding M LLC                                                | ERCOTT 5.147 08/01/51 A                                                                                                              | CUSIP: 88240PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4792776 | PA      | $4733405.15    | 0.02%             | 2049-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $27279.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.375 03/15/30                                                                                                                   | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1276000 | PA      | $1287167.89    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 5.875 10/15/27                                                                                                                   | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49774.02      | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLGB 5 10/25/35 1035                                                                                                                | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   16599000 | PA      | $4186975.01    | 0.02%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                                      | RESFER 4.7 06/01/35 MPLE                                                                                                             | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |     800000 | PA      | $586873.70     | 0.00%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.625 10/01/29 144A                                                                                                              | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     425000 | PA      | $397206.40     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/INR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30527.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-786061.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                       | Intuit Inc COM                                                                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      43865 | NS      | $18966348.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 5.8528 02/23/36 REGS                                                                                                          | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     925000 | PA      | $926850.00     | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.46.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $156664.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $78041.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                                      | Pandora A/S DKK1                                                                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      14987 | NS      | $1071179.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-CH2                                                                  | SEMT 2018-CH2 A3                                                                                                                     | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     159400 | PA      | $145821.41     | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto, Municipality Of Metropolitan                                                            | TRNT 2.95 04/28/35                                                                                                                   | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | MUN               | CA        |     900000 | PA      | $597263.32     | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF CHILE                                                                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-8700.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-7941.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 5.5 07/31/47 REGS                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     600000 | PA      | $498540.00     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cyprus (Republic Of)                                                                             | CYPRUS 1.25 01/21/40 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    2900000 | PA      | $2389062.77    | 0.01%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4 11/13/30                                                                                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1271729.88    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 4.9 04/14/34 151                                                                                                                | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   79540000 | PA      | $3764732.75    | 0.02%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                  | Salesforce Inc. COM                                                                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      57200 | NS      | $10677524.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphabet Inc.                                                                                    | Alphabet Inc. CAP STK CL A                                                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     608117 | NS      | $174870124.52  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 8 10/01/30 144A                                                                                                                 | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |     444000 | PA      | $462545.58     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Subaru Corp.                                                                                     | Subaru Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      90200 | NS      | $1453247.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morningstar Inc                                                                                  | Morningstar Inc COM                                                                                                                  | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       8500 | NS      | $1436925.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.375 05/01/33 144A                                                                                                              | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1291792.98    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                                  | Caterpillar Inc COM                                                                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      42056 | NS      | $29794993.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                                                     | GFF 5.75 03/01/28                                                                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     707000 | PA      | $703278.04     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 848522                                                                                                                            | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        748 | PA      | $759.68        | 0.00%             | 2035-12-01      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Star Leasing Co LLC                                                                              | TRAILR 7.625 02/15/30 144A                                                                                                           | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3325691.15    | 0.02%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF SAUDI ARABIA                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-12280.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 6.35 01/15/29                                                                                                                    | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     235000 | PA      | $244701.47     | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1481.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings S.a r.l.                                            | BPPEHX 1.625 04/20/30 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $209976.33     | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.033 07/17/30 144A                                                                                                              | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1191847.63    | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1092                                                                                                                            | CUSIP: 36179NF94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        689 | PA      | $683.11        | 0.00%             | 2043-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nice Limited                                                                                     | Nice Limited ILS1                                                                                                                    | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |       8685 | NS      | $958898.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                       | Hasbro Inc COM                                                                                                                       | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      59800 | NS      | $5597280.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 2.8 04/01/31                                                                                                                    | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1227000 | PA      | $1101222.62    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Short(FBTS) Term Euro                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        245 | NC      | $-224830.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                                                   | Autozone, Inc. COM                                                                                                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       1394 | NS      | $4708625.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coloplast AS                                                                                     | Coloplast AS SER'B'DKK1                                                                                                              | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       7072 | NS      | $481737.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CNH/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6396.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 11.5 10/01/31 144A                                                                                                              | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $3222017.36    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF SOUTH AFRICA                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $78257.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3217.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                 | Philip Morris International Inc. COM                                                                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     147901 | NS      | $24453951.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                                                          | ATI Inc COM                                                                                                                          | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      99400 | NS      | $14458724.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS CMBX.NA.AAA.17                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-28023.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3551                                                                                                                            | CUSIP: 31427Q5M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1285601 | PA      | $1273156.93    | 0.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                                  | QNBK 4.9 02/01/28 MTN                                                                                                                | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     450000 | PA      | $304862.51     | 0.00%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD0163                                                                                                                            | CUSIP: 31418MFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57157 | PA      | $58965.55      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd.                                                                           | Fast Retailing Co Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |      12700 | NS      | $5017851.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                                                     | Evolution AB NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |      16686 | NS      | $1048689.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Financial Ltd.                                                                           | Phoenix Financial Ltd. ILS1                                                                                                          | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      15000 | NS      | $800911.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                                                                | Nitto Denko Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      36400 | NS      | $728153.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.5 04/20/26 144A                                                                                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6667 | PA      | $6673.71       | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                                     | BRKHEC V6.2 12/15/55                                                                                                                 | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     645000 | PA      | $627344.55     | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V6.714 10/19/29 144A                                                                                                          | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     740000 | PA      | $774504.87     | 0.00%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.75 02/25/41 144A                                                                                                            | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     641000 | PA      | $560875.00     | 0.00%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EQT Corporation                                                                                  | EQT Corporation COM                                                                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      23447 | NS      | $1492167.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebara Corp.                                                                                      | Ebara Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 353800UV8U3SOMCDTI49 | Long             | EC               | CORP              | JP        |      19200 | NS      | $543516.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                              | Abbott Laboratories COM                                                                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     148993 | NS      | $15297111.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | EUR/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11465.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                                                               | Computershare Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |     108510 | NS      | $2140084.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                                    | AIB V3.75 12/02/36 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $223005.08     | 0.00%             | 2036-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C                                                                     | FABUH 3.1201 02/20/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     800000 | PA      | $888848.65     | 0.00%             | 2031-02-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 7.5 05/02/54 144A                                                                                                              | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    1130000 | PA      | $1184595.95    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   42460000 | OU      | $97607.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | ACAFP 0.375 04/20/28 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $217577.20     | 0.00%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C5                                                   | WFCM 2025-5C5 A3                                                                                                                     | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7710000 | PA      | $7952041.57    | 0.04%             | 2058-07-17      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                                   | JELD 4.875 12/15/27 144A                                                                                                             | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $814527.30     | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5 02/01/31 144A                                                                                                                  | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1037890.21    | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3812 | NC      | $-7418607.97   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $47180.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3417000 | NC      | $-20419.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V4.818 09/25/33 144A                                                                                                           | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $244220.28     | 0.00%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                                                                                    | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     465000 | PA      | $475332.83     | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                                | ASML Holding N.V. NY REGISTRY SHS                                                                                                    | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       8733 | NS      | $11534808.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                                                                              | Tokyo Electron Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      28700 | NS      | $7130542.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 5.5 04/15/37                                                                                                                     | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1140792.02    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Toll Brothers, Inc.                                                                              | Toll Brothers, Inc. COM                                                                                                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      63777 | NS      | $8703647.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1284                                                                                                                            | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     157718 | PA      | $144250.38     | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $541216.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Social Bond S A R L                                                                      | ECUASO 2.25 01/30/35 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | CORP              | LU        |     432974 | PA      | $380787.23     | 0.00%             | 2035-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                           | MONTE 3.5 04/23/29                                                                                                                   | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    2330000 | PA      | $2725219.69    | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Montreal (City of)                                                                               | MNTRL 3.5 12/01/38                                                                                                                   | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |     700000 | PA      | $456081.32     | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | Nomura Holdings Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |     386000 | NS      | $3039378.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.5 03/31/31 144A                                                                                                                | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296736.45     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-128829.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                                        | PLD 4.625 05/23/33                                                                                                                   | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     340000 | PA      | $405368.15     | 0.00%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 7 10/24/35 35/A                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 2050490000 | PA      | $6084573.49    | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Servicenow Inc                                                                                   | Servicenow Inc COM                                                                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     101144 | NS      | $10574605.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $47126.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                   | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4317.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN V9.625 PERP *                                                                                                                 | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     890000 | PA      | $958743.60     | 0.00%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sodexo S.A.                                                                                      | Sodexo S.A. EUR4                                                                                                                     | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      20442 | NS      | $1049330.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL5590                                                                                                                            | CUSIP: 3138ENF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        400 | PA      | $408.36        | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Geberit AG                                                                                       | Geberit AG CHF0.10 (REGD)                                                                                                            | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |        975 | NS      | $658154.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-39135.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                                      | STYRO 8.5 03/15/29 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $257343.88     | 0.00%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                                 | TCV 2.25 09/15/33                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    4220000 | PA      | $2348272.81    | 0.01%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                                                                                  | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     635000 | PA      | $626283.95     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 3.45 10/31/34                                                                                                                   | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1058000 | PA      | $1229846.56    | 0.01%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-96666.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                                           | GSMS 2019-GC42 A3                                                                                                                    | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $803398.58     | 0.00%             | 2052-09-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.55 08/15/35                                                                                                                   | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1275981.02    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 4.625 11/13/32                                                                                                                 | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2693692.44    | 0.01%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                            | INDONESIA GOVERNMENT INTERNATIONAL BOND                                                                                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    6000000 | PA      | $856776.98     | 0.00%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $46572.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                                | EMACN V6.25 04/01/56                                                                                                                 | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     427000 | PA      | $419459.75     | 0.00%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                                | LIMAMT 5.875 07/05/34 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |    1416625 | PA      | $1444263.13    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Toro European CLO 9 Designated Activity Co.                                                      | TCLO 9A A                                                                                                                            | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-O            | CORP              | IE        |   15000000 | PA      | $17335206.55   | 0.08%             | 2037-04-15      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4978                                                                                                                              | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     318899 | PA      | $316159.92     | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 5.375 03/01/31                                                                                                                   | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2330918.22    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.09 11/06/29                                                                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $825529.32     | 0.00%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS KINGDOM OF SAUDI ARABIA                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $405.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                                   | Exelixis, Inc. COM                                                                                                                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      77400 | NS      | $3319686.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3556                                                                                                                            | CUSIP: 31427Q5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     975053 | PA      | $986445.83     | 0.00%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745283                                                                                                                            | CUSIP: 31403C6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        851 | PA      | $878.49        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AE7026                                                                                                                            | CUSIP: 36181AYX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        847 | PA      | $773.43        | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 2.875 10/17/29 10Y                                                                                                             | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     400000 | PA      | $382670.72     | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                                 | LNC 5.3 01/13/30 144A                                                                                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     780000 | PA      | $791511.34     | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                                  | WPC 4.25 07/23/32                                                                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     900000 | PA      | $1038704.60    | 0.00%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 3.75 02/22/32 GMTN                                                                                                            | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1230000 | PA      | $1137627.00    | 0.01%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                                         | Engie SA EUR1                                                                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     268305 | NS      | $8646787.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                        | Adobe Inc COM                                                                                                                        | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      68198 | NS      | $16577569.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1086123.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXIV LTD                                                                            | TRNTS 2024-24A B                                                                                                                     | CUSIP: 89642XAE4<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |    8250000 | PA      | $8242612.13    | 0.04%             | 2037-04-27      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                         | Relx PLC ORD GBP0.1444                                                                                                               | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      48284 | NS      | $1581898.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                    | GOOGL 5.65 02/15/56                                                                                                                  | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     215000 | PA      | $214144.42     | 0.00%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.423 01/25/41                                                                                                                  | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     220000 | PA      | $215897.32     | 0.00%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 3.828 06/07/32                                                                                                                   | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $229844.19     | 0.00%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | Gallagher Aj &Co COM                                                                                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      49844 | NS      | $10795213.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| General Motors Financial Company Inc                                                             | GM 4.9 10/06/29                                                                                                                      | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1964377.35    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Fairfax Financial Holdings Limited                                                               | FFHCN 3.375 03/03/31                                                                                                                 | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     815000 | PA      | $756685.69     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 4.125 05/29/28                                                                                                                  | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     530000 | PA      | $620564.31     | 0.00%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 6.036 11/15/33 144A                                                                                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     685000 | PA      | $722106.98     | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC                                                             | MLMI 2004-WMC3 M2                                                                                                                    | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9574 | PA      | $9440.32       | 0.00%             | 2035-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                                                                | Elbit Systems Ltd ILS1                                                                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       3065 | NS      | $2602460.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                                                               | F 3.25 02/12/32                                                                                                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     700000 | PA      | $608095.61     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Certificates Series 2005-R7         | AMSI 2004-R1 A2                                                                                                                      | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4738 | PA      | $4795.24       | 0.00%             | 2034-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                                                                       | Haleon PLC ORD GBP0.01                                                                                                               | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     387878 | NS      | $1919606.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   56110000 | OU      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 6.625 03/15/32 144A                                                                                                              | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     470000 | PA      | $480725.81     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    6943000 | NC      | $366.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                                            | JD Sports Fashion PLC ORD GBP0.0005                                                                                                  | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    1146734 | NS      | $1087629.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                  | GEN 6.25 04/01/33 144A                                                                                                               | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     996000 | PA      | $969465.85     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                            | ICELND 0 04/15/28                                                                                                                    | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |    1000000 | PA      | $1084076.22    | 0.01%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-180595.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V6.95 11/30/54                                                                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     274000 | PA      | $281285.61     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-182637.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd                                                                                         | Nova Ltd ILS0.01                                                                                                                     | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       2547 | NS      | $1124776.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 5.75 02/01/29 144A                                                                                                            | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1379029.11    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V0.495 10/26/29                                                                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     590000 | PA      | $631903.08     | 0.00%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS ILS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $414.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF GUATEMALA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $14612.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                                     | Raymond James Financial Inc. COM                                                                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      40600 | NS      | $5878474.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.711 01/24/35 MTN                                                                                                              | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61847.67      | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V6.85 09/15/56                                                                                                                   | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     482000 | PA      | $474720.71     | 0.00%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                                     | WH Group Ltd. USD0.0001                                                                                                              | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    4341000 | NS      | $5705970.79    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                                                      | Swedish Orphan Biovitrum AB NPV                                                                                                      | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      34746 | NS      | $1456221.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Scotia (Province Of)                                                                        | NS 3.45 06/01/45                                                                                                                     | CUSIP: 669827FZ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | MUN               | CA        |    1000000 | PA      | $602379.41     | 0.00%             | 2045-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                             | Paypal Holdings Inc. COM                                                                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      26800 | NS      | $1212164.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.45.V1                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $990449.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-75681.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/44                                                                                                                         | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $435592.95     | 0.00%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC F 12/15/36 16U                                                                                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     843333 | PA      | $766577.34     | 0.00%             | 2036-12-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                           | WLSC 6.625 06/15/29 144A                                                                                                             | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303209.01     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                                               | Teleperformance SE EUR2.50                                                                                                           | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      22519 | NS      | $1323281.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Centres Re Ltd                                                                          | Vicinity Centres Re Ltd NPV (STAPLED SECURITY)                                                                                       | CUSIP: 000000000<br>LEI: 549300S7GOEVR0EGFN47 | Long             | EC               | CORP              | AU        |    1414877 | NS      | $2308217.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Limited                                                                               | CMOC Group Limited 'H'CNY0.2                                                                                                         | CUSIP: 000000000<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     830308 | NS      | $1746270.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $8756.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR15                                                                                 | BANK5 2025-5YR15 A3                                                                                                                  | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6450000 | PA      | $6609952.91    | 0.03%             | 2058-07-17      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V3.625 PERP                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1360000 | PA      | $1550420.20    | 0.01%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.8 05/15/34                                                                                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     270000 | PA      | $276501.83     | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/INR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2395.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C12                                                           | UBSCM 2018-C12 A4                                                                                                                    | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $434810.51     | 0.00%             | 2051-08-17      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.625 02/15/31 144A                                                                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1428000 | PA      | $1318809.91    | 0.01%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/TWD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-138212.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding XXIII Designated Activity Co.                                          | MDPKE 23A A                                                                                                                          | CUSIP: 000000000<br>LEI: 635400LQBLIC24CUR203 | Long             | ABS-O            | CORP              | IE        |    1272000 | PA      | $1463506.47    | 0.01%             | 2040-04-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    6743000 | NC      | $243.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22178.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF BAHRAIN                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $45095.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                                               | Ralph Lauren Corp. CL A                                                                                                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      24581 | NS      | $8455618.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                                                                      | Ovintiv Inc COM                                                                                                                      | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      24300 | NS      | $1442448.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/42                                                                                                                         | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $497962.37     | 0.00%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $102291.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corp.                                                                                        | SMC Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       6900 | NS      | $2713758.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| CHILE ELECTRICITY LUX MPC II SARL                                                                | CHLMPC 5.58 10/20/35 REGS                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1466258 | PA      | $1474336.58    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                        | TRGP 5 01/15/28                                                                                                                      | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |     240000 | PA      | $239695.90     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                                | Canadian National Railway Company COM NPV                                                                                            | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      22553 | NS      | $2321284.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $60017.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   28054000 | OU      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $26183.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesco International, Inc.                                                                        | Wesco International, Inc. COM                                                                                                        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      28300 | NS      | $7743446.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mirvac Group                                                                                     | Mirvac Group STAPLED SECURITIES                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    1214876 | NS      | $1501056.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6 08/03/55                                                                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     448000 | PA      | $375622.55     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                               | ESS 5.375 04/01/35                                                                                                                   | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1144443.47    | 0.01%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GPT MANAGEMENT HOLDINGS LTD                                                                      | GPT Group (The) NPV (STAPLED SECURITIES)                                                                                             | CUSIP: 000000000<br>LEI: 549300N0X6IGFL5O5R09 | Long             | EC               | CORP              | AU        |     677775 | NS      | $2143823.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                                                   | UNIT 8.625 06/15/32 Feb                                                                                                              | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     735000 | PA      | $747542.74     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CMBX.NA.AAA.18                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1556.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G08205                                                                                                                            | CUSIP: 3128MJGP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        218 | PA      | $229.40        | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QX0545                                                                                                                            | CUSIP: 31425UTB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     642423 | PA      | $654864.78     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XI-B LTD                                                                      | WOODS 2018-11BA A1R                                                                                                                  | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15004915.50   | 0.07%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C6 Mortgage Trust                                                                     | CFCRE 2016-C6 A2                                                                                                                     | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     211985 | PA      | $211451.30     | 0.00%             | 2049-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                               | EVRI 9.25 07/01/32 144A                                                                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2707188.78    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C01585                                                                                                                            | CUSIP: 31292HXN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         98 | PA      | $99.61         | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $198741.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 0.625 01/18/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $96240.69      | 0.00%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF INDONESIA                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $1457.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-3A A                                                                                                                      | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $508278.55     | 0.00%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                      | GLPI 4 01/15/31                                                                                                                      | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     790000 | PA      | $747109.32     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd.                                                                             | Yamaha Motor Co Ltd. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      49200 | NS      | $355440.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -5288000 | NC      | $-23422.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7728.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $26435.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 0.6 08/01/31 10Y                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    5680000 | PA      | $5704364.45    | 0.03%             | 2031-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 4 01/31/29 REGS                                                                                                                 | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1606598.92    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kao Corp.                                                                                        | Kao Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      31800 | NS      | $1242713.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logicor Financing S.a r.l.                                                                       | LOGICR 1.625 07/15/27 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    2035000 | PA      | $2299748.74    | 0.01%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2023-6 C                                                                                                                       | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $102739.95     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                     | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $82180.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2019-C4                                                                     | BBCMS 2019-C4 A4                                                                                                                     | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     334112 | PA      | $318969.81     | 0.00%             | 2052-08-16      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    5978000 | NC      | $19.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | Lowes Companies, Inc. COM                                                                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     125537 | NS      | $29661882.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-129403.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.625 12/01/30 144a                                                                                                           | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $549980.03     | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Power Finance Corp Ltd.                                                                          | POWFIN 1.841 09/21/28 GMTN                                                                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    1300000 | PA      | $1431862.36    | 0.01%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS Health Corp COM                                                                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     235842 | NS      | $16938172.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-872.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fanuc Corp.                                                                                      | Fanuc Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      59100 | NS      | $2060045.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE V6.375 04/01/56                                                                                                                  | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     315000 | PA      | $315791.58     | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM9494                                                                                                                            | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5492374 | PA      | $4713340.40    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hermes International                                                                             | Hermes International NPV                                                                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       2286 | NS      | $4330487.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                                                        | Argenx SE SPONSORED ADR                                                                                                              | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       6100 | NS      | $4454525.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acquirente Unico SpA                                                                             | ACQUIU 3.5 02/11/33                                                                                                                  | CUSIP: 000000000<br>LEI: 8156001A076EBE46C757 | Long             | DBT              | CORP              | IT        |    1000000 | PA      | $1132451.20    | 0.01%             | 2033-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                                         | AIA Group Ltd, Hong Kong NPV                                                                                                         | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     781400 | NS      | $8682391.59    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                                             | NOVHOL 6.75 04/15/32 144A                                                                                                            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1466237.46    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 5.95 01/28/31                                                                                                                  | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2275000 | PA      | $2175923.75    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V7.003 10/19/34 144A                                                                                                          | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     410000 | PA      | $447937.10     | 0.00%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                                 | BMARK 2024-V9 A3                                                                                                                     | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1641339.36    | 0.01%             | 2057-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 3.2 07/15/36                                                                                                                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $251509.59     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                               | SO 3.15 09/30/51 21A                                                                                                                 | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      60000 | PA      | $38430.83      | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty Limited                                                                     | CRNAU 9.25 10/01/29 144A                                                                                                             | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    2700000 | PA      | $2424033.00    | 0.01%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                                              | EssilorLuxottica SA EUR0.18                                                                                                          | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      11305 | NS      | $2634348.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.58 04/22/32                                                                                                                   | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     182000 | PA      | $164579.71     | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Nassau Euro CLO IV DAC                                                                           | NGCE 4A A1R                                                                                                                          | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-O            | CORP              | IE        |   28000000 | PA      | $32213275.97   | 0.15%             | 2038-07-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 1.2 04/28/33                                                                                                                  | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1170000 | PA      | $1109260.58    | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 4.875 06/01/28 144A                                                                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     169000 | PA      | $154805.69     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.75 01/15/30 144A                                                                                                            | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $375711.61     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                     | Bristol-Myers Squibb Company COM                                                                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     126579 | NS      | $7677016.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.75 03/01/30 144A                                                                                                              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1548000 | PA      | $1468248.28    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | CDS STANDARD CHARTERED BANK                                                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1661.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 0 10/01/39 MTN                                                                                                                     | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    1000000 | PA      | $386198.84     | 0.00%             | 2039-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 6.25 11/29/28 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $247540.00     | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.516 01/21/32                                                                                                                   | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     580000 | PA      | $571309.90     | 0.00%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                                     | T 2.375 02/15/42                                                                                                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20445000 | PA      | $14899293.75   | 0.07%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 12/31/27                                                                                                                     | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1165000 | PA      | $1156125.98    | 0.01%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 6.125 03/01/34 144A                                                                                                              | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1191833.18    | 0.01%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 3.875 04/30/28 REGS                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1645000 | PA      | $1604779.75    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                                                                           | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     975000 | PA      | $906809.05     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                                     | DoorDash Inc CL A                                                                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      12897 | NS      | $1936484.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -767 | NC      | $885161.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE' CAPITAL MARKETS SA                                                                       | Nestle SA CHF0.10 (REGD)                                                                                                             | CUSIP: 000000000<br>LEI: 549300PZN3NFSOUXLC42 | Long             | EC               | CORP              | CH        |     172865 | NS      | $16956509.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.35 02/15/30                                                                                                                   | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     540000 | PA      | $538204.84     | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-39296.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.5 11/15/45                                                                                                                    | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     630000 | PA      | $596591.02     | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                          | UNH 4.5 04/15/33                                                                                                                     | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1196441.04    | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                                                               | Nippon Steel Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     216400 | NS      | $797984.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.9 06/01/52                                                                                                                    | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     723000 | PA      | $459877.22     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V5.375 11/14/30 EMTN                                                                                                          | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $367563.77     | 0.00%             | 2030-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $85729.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA9453                                                                                                                            | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3201380 | PA      | $3287710.10    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.5 05/01/32                                                                                                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $236951.48     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PANAMA                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $9765.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3789.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Landsvirkjun - The National Power Company of Iceland                                             | LANDSV F 07/24/26 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |    2100000 | PA      | $2413570.84    | 0.01%             | 2026-07-24      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $886.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-REV2                                                           | FORDR 2021-2 C                                                                                                                       | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1425000 | PA      | $1403578.55    | 0.01%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                              | General Mills, Inc. COM                                                                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     280500 | NS      | $10440210.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-204031.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                                            | Schneider Electric SE EUR4.00                                                                                                        | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      43954 | NS      | $11972261.02   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithuania (Republic Of)                                                                          | LITHUN 2.125 06/01/32 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |     700000 | PA      | $748396.69     | 0.00%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                                           | CLDCRN 11.5 09/01/28 144A                                                                                                            | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $884719.88     | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 4.875 01/30/32 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     875000 | PA      | $938550.20     | 0.00%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-538287.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q02189                                                                                                                            | CUSIP: 3132GFNE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1314 | PA      | $1317.06       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                                     | Costco Wholesale Corporation COM                                                                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      37705 | NS      | $37570393.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ISLAMIC REPUBLIC OF PAKISTAN                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $94621.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                                                                    | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     445000 | PA      | $427896.91     | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $66693.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                  | BAE Systems PLC ORD GBP0.025                                                                                                         | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     155079 | NS      | $4546684.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortive Corporation                                                                              | Fortive Corporation COM                                                                                                              | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |      37500 | NS      | $2073000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                                                                | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1001.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 733234                                                                                                                            | CUSIP: 3620ALSX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1199 | PA      | $1180.58       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd.                                                                                  | Daifuku Co Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      20800 | NS      | $734428.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.375 10/06/30 144A                                                                                                           | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     150000 | PA      | $159160.89     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd.                                                                                 | Nintendo Co Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      91949 | NS      | $5248967.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7.25 06/15/33 144A                                                                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     700000 | PA      | $718706.01     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                                         | HCA 5.5 06/15/47                                                                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     250000 | PA      | $229228.47     | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4587                                                                                                                            | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     149250 | PA      | $142766.45     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $876.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                         | EIB 4.6 01/30/37 144A                                                                                                                | CUSIP: 29878TBE3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     300000 | PA      | $216808.28     | 0.00%             | 2037-01-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                                        | ALOFP V5.868 PERP                                                                                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $237252.08     | 0.00%             | N/A             | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| P3 Group S.a r.l.                                                                                | PTHREE 1.625 01/26/29 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $545058.41     | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TERNA - Rete Elettrica Nazionale S.p.A.                                                          | TERNA - Rete Elettrica Nazionale S.p.A. ORD EUR0.22                                                                                  | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     216883 | NS      | $2480580.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 5 05/15/45                                                                                                                         | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26815000 | PA      | $27166946.88   | 0.13%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/53                                                                                                                     | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     816000 | PA      | $715785.00     | 0.00%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 04/23/26                                                                                                                         | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     170000 | PA      | $169622.92     | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                                                    | CDS CMBX.NA.19.AAA                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3641.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 3.45 07/30/43                                                                                                                   | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     368000 | PA      | $399268.08     | 0.00%             | 2043-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 902382                                                                                                                            | CUSIP: 31411ARB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        785 | PA      | $822.21        | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                  | Gen Digital Inc COM                                                                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     164400 | NS      | $3095652.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                               | Prudential Investment Portfolios 2 PGIM INSTL MONEY                                                                                  | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | EC               | RF                | US        |  287298203 | NS      | $287097094.18  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $421507.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd.                                                                     | Murata Manufacturing Co Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |      74700 | NS      | $1676060.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3                                                    | GSMBS 2025-RPL3 A1                                                                                                                   | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     287350 | PA      | $278975.89     | 0.00%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                                   | Blackstone Inc COM                                                                                                                   | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      52668 | NS      | $6056293.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Dutch Finco BV                                                                           | DLR 1 01/15/32                                                                                                                       | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1544215.60    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.25 07/01/29 144A                                                                                                            | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     780000 | PA      | $790892.48     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 6.625 01/16/34                                                                                                                | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1592290.80    | 0.01%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2020-EXP2                                                          | CMLTI 2020-EXP2 A3                                                                                                                   | CUSIP: 17328PAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     635895 | PA      | $560139.76     | 0.00%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V4.95 08/04/31                                                                                                                    | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $577981.60     | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | LVS 3.5 08/18/26                                                                                                                     | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1866381.73    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-432344.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST 2024-GATE                                                         | CSTL 2024-GATE A                                                                                                                     | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2792571.04    | 0.01%             | 2041-11-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | PHP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37039.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8 01/31/30 2030                                                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   51505000 | PA      | $3010217.47    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 745947                                                                                                                            | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1118 | PA      | $1162.50       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GENERATION ULTD                                                                         | TRNGEN 7.75 06/16/33 144A                                                                                                            | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $207750.00     | 0.00%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/48                                                                                                                         | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1420000 | PA      | $450331.13     | 0.00%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.4 08/15/54                                                                                                                    | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     300000 | PA      | $271666.97     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC ORD GBP0.035                                                                                                            | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     109014 | NS      | $5984802.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Benteler International Austria GmbH                                                              | BENTLR 7.25 06/15/31 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     255000 | PA      | $305426.14     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-254509.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Estonia (Republic of)                                                                            | ESTONI 4 10/12/32 10Y                                                                                                                | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |     255000 | PA      | $306490.16     | 0.00%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 7.75 12/15/27 REGS                                                                                                            | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1740000 | PA      | $1811231.25    | 0.01%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Dover Corporation                                                                                | Dover Corporation COM                                                                                                                | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      24132 | NS      | $5030315.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Corp                                                                                       | Nokia Corp NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     182888 | NS      | $1467131.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $15157.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5.6 06/15/42                                                                                                                     | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     184000 | PA      | $180376.86     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V5.875 06/15/56 ..                                                                                                               | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      95000 | PA      | $93746.86      | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation                               | SPH 5 06/01/31 144A                                                                                                                  | CUSIP: 864486AL9<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $1002892.93    | 0.00%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.4 03/20/55 86                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1205000000 | PA      | $5882748.42    | 0.03%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems AS                                                                           | Vestas Wind Systems AS DKK0.20                                                                                                       | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      85171 | NS      | $2569689.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lynas Rare Earths Ltd.                                                                           | Lynas Rare Earths Ltd. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 529900SGT9M1FJPXXI35 | Long             | EC               | CORP              | AU        |     126029 | NS      | $1711154.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 3.875 05/06/51 30Y                                                                                                             | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     998000 | PA      | $729092.29     | 0.00%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                              | Newmont Corporation COM                                                                                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      95500 | NS      | $10337875.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                                                                | Booz Allen Hamilton Holding Corp. CL A                                                                                               | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      27500 | NS      | $2145825.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    3247000 | PA      | $3537244.87    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| La Poste                                                                                         | FRPTT 0 07/18/29 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $518029.32     | 0.00%             | 2029-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 4.25 02/15/29 144A                                                                                                              | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     665000 | PA      | $630684.06     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $2872161.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.9 06/15/32                                                                                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     235000 | PA      | $243102.84     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                        | CRBG 5.2 06/24/29 144A                                                                                                               | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1012646.16    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FHMS K741 X1                                                                                                                         | CUSIP: 3137FF3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     199622 | PA      | $1600.49       | 0.00%             | 2027-12-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.398 09/23/31 144A                                                                                                             | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     380000 | PA      | $372909.54     | 0.00%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.                                 | TEP 7.375 02/15/29 144A                                                                                                              | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1819242.96    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2020-1 LTD                                                                              | PARL 2020-1A A2R                                                                                                                     | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     810000 | PA      | $807264.79     | 0.00%             | 2034-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 0.875 11/18/27                                                                                                                 | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     200000 | PA      | $220383.61     | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                       | Northern Trust Corporation COM                                                                                                       | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      60000 | NS      | $8374200.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                                                                               | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     199000 | PA      | $201762.67     | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3 02/15/41                                                                                                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      55000 | PA      | $40215.96      | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.                                                                | Oversea-Chinese Banking Corp Ltd. NPV                                                                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     328800 | NS      | $5631607.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.624 05/26/30 144A                                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      35000 | PA      | $38614.87      | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                                               | Hikari Tsushin Inc NPV                                                                                                               | CUSIP: 000000000<br>LEI: 3538001SOIIV8U3OXH94 | Long             | EC               | CORP              | JP        |       3000 | NS      | $763233.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 5.95 04/20/35                                                                                                                    | CUSIP: 472140AB8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    1625000 | PA      | $1678998.91    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 3.875 02/14/33 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1210000 | PA      | $1424102.56    | 0.01%             | 2033-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 562199                                                                                                                            | CUSIP: 31386FRU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.39         | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS MXN                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-378366.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                        | ET 5.4 10/01/47                                                                                                                      | CUSIP: 86765BAV1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     790000 | PA      | $702188.84     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Avoca CLO XXXII Designated Activity Co.                                                          | AVOCA 32A A1                                                                                                                         | CUSIP: 000000000<br>LEI: 2549007P265VQL3DNH97 | Long             | ABS-O            | CORP              | IE        |    1235000 | PA      | $1420552.21    | 0.01%             | 2039-04-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TTEFP V4.5 PERP                                                                                                                      | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |     850000 | PA      | $962911.47     | 0.00%             | N/A             | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                     | Norfolk Southern Corporation COM                                                                                                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       1504 | NS      | $431648.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                                                         | ITW 3.25 05/17/28                                                                                                                    | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     900000 | PA      | $1040160.97    | 0.00%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-Rpl4                                                      | CHASE 2024-RPL4 A1B                                                                                                                  | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151579 | PA      | $133933.21     | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                          | Fresenius SE & Co. KGaA NPV                                                                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      60059 | NS      | $3116807.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Inc.                                                                                    | Woodward Inc. COM                                                                                                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      33968 | NS      | $12157826.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd. Switzerland                                                                           | Chubb Ltd. Switzerland ORD CHF24.15                                                                                                  | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      74431 | NS      | $24259295.83   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A94576                                                                                                                            | CUSIP: 312943CM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1023 | PA      | $988.99        | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunbelt Rentals Holdings Inc.                                                                    | Sunbelt Rentals Holdings Inc. SHS                                                                                                    | CUSIP: 866966104<br>LEI: 529900W4BQDNMAOSRA49 | Long             | EC               | CORP              | US        |      22543 | NS      | $1438048.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares European CLO XXI Designated Activity Co.                                                    | ARESE 21A A                                                                                                                          | CUSIP: 000000000<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-O            | CORP              | IE        |     986000 | PA      | $1136337.53    | 0.01%             | 2038-04-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                                        | Metso Oyj NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |     195527 | NS      | $3388541.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 4.75 10/15/28                                                                                                                    | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $1976492.50    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                                 | TotalEnergies SE EUR2.5                                                                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     154070 | NS      | $14139641.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                                                                             | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     405000 | PA      | $419195.25     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                    | CAF 5 01/24/29                                                                                                                       | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |     565000 | PA      | $577825.50     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson (publ)                                                           | Telefonaktiebolaget LM Ericsson (publ) SER'B'NPV                                                                                     | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     477202 | NS      | $5440215.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Aon PLC                                                                                          | Aon PLC SHS CL A                                                                                                                     | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      13250 | NS      | $4276835.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                                                             | GTLS 7.5 01/01/30 144A                                                                                                               | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     300000 | PA      | $311685.50     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.55 05/15/29                                                                                                                    | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61412.00      | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | ACAFP 3.875 11/28/34 eMTN                                                                                                            | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $230494.98     | 0.00%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SELP Finance S.a r.l.                                                                            | SEGPLP 3.75 08/10/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $694050.94     | 0.00%             | 2027-08-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                                | MVMHU 6.5 03/13/31                                                                                                                   | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     600000 | PA      | $619125.00     | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                      | Bayerische Motoren Werke AG EUR1                                                                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      33980 | NS      | $3143379.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                                                                | Gaming and Leisure Properties Inc COM                                                                                                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     111293 | NS      | $4938070.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vodafone Group PLC                                                                               | Vodafone Group PLC ORD USD0.2095238                                                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    5756884 | NS      | $8683407.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                     | Northrop Grumman Corporation COM                                                                                                     | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      31609 | NS      | $21564924.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                             | RY V6.5 05/24/86                                                                                                                     | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1167049.32    | 0.01%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2022-1 LTD                                                               | BOBA 2022-1A AR                                                                                                                      | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |   20500000 | PA      | $20481068.25   | 0.10%             | 2037-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    2320000 | PA      | $2325800.00    | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                                                            | Monster Beverage Corp COM                                                                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      79900 | NS      | $5789554.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V6.082 03/13/32                                                                                                                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     171000 | PA      | $179167.89     | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                                       | Siemens AG NPV(REGD)                                                                                                                 | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      62329 | NS      | $15185469.27   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | HF Sinclair Corp. COM                                                                                                                | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      46000 | NS      | $2869940.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                                           | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $12370.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $27.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMABS ISSUER I LLC/NMABS ISSUER II LLC/NMABS CANADIAN ISSUER I L.P                               | NMNL 2025-1A A                                                                                                                       | CUSIP: 629174AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     681432 | PA      | $667271.11     | 0.00%             | 2055-11-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | Stryker Corporation COM                                                                                                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      21586 | NS      | $7092943.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                              | EUR/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3958.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.625 11/15/55 .                                                                                                                | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     294000 | PA      | $275388.55     | 0.00%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                                 | Bank Hapoalim BM ILS1                                                                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     205241 | NS      | $4820085.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | EUR/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $441464.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V3.127 06/03/32 144A                                                                                                           | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     620000 | PA      | $567794.88     | 0.00%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 6.5 04/15/32                                                                                                                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1814611.41    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Dominos Pizza Inc.                                                                               | Dominos Pizza Inc. COM                                                                                                               | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |       7517 | NS      | $2697024.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.15 01/15/33                                                                                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     180000 | PA      | $188384.18     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO 2025-2 Designated Activity Co.                                        | PLMER 2025-2A A                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-O            | CORP              | IE        |    1189000 | PA      | $1374111.32    | 0.01%             | 2038-07-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1399.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generalitat de Catalunya                                                                         | GENCAT 6.35 11/30/41 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     600000 | PA      | $799339.63     | 0.00%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.65 08/01/35 10Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   22306000 | PA      | $25429687.00   | 0.12%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Asics Corp                                                                                       | Asics Corp NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     263000 | NS      | $7070785.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                          | STACR 2021-HQA3 M2                                                                                                                   | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |     430000 | PA      | $431463.42     | 0.00%             | 2041-09-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Proximus S.A                                                                                     | Proximus S.A NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     124400 | NS      | $1006514.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V4.25 09/13/30 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $351782.95     | 0.00%             | 2030-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/ILS FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4312.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc.                                                                              | Houlihan Lokey Inc. CL A                                                                                                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      17780 | NS      | $2553563.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                               | Meta Platforms Inc CL A                                                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     204355 | NS      | $116917626.15  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 906064                                                                                                                            | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.70          | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.875 01/30/30 144A                                                                                                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1563635.22    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 3.85 02/01/35 11Y                                                                                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      30000 | PA      | $34865.68      | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/46                                                                                                                         | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1615000 | PA      | $574318.60     | 0.00%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                                                | CIM 2024-R1 A1                                                                                                                       | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355594 | PA      | $349624.53     | 0.00%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.75 03/02/63                                                                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     419000 | PA      | $402701.41     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                                                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2705033.61    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                                   | CLNXSM 1.25 01/15/29 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $216922.99     | 0.00%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TDK Corp.                                                                                        | TDK Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     117600 | NS      | $1527656.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | MXN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $31924.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                                   | CLNXSM 2 02/15/33 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3011463.15    | 0.01%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                                           | Agnico Eagle Mines Ltd COM                                                                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      11608 | NS      | $2356191.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $233734.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                                | Galderma Group AG CHF0.01                                                                                                            | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      42722 | NS      | $8396317.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PHP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-58835.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                                             | SABSM V6.5 PERP .                                                                                                                    | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $699841.75     | 0.00%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc.                                                                                  | CBRE Group Inc. CL A                                                                                                                 | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      11000 | NS      | $1490060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                                                                     | OGN 5.125 04/30/31 144A                                                                                                              | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     425000 | PA      | $346906.12     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 5.75 06/06/28                                                                                                                    | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     450000 | PA      | $461023.61     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-189355.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-39209.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TWD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-46560.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-928899.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.528 05/01/34 144A                                                                                                               | CUSIP: 097023DL6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     490000 | PA      | $533756.30     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Epiroc AB                                                                                        | Epiroc AB SER'B'NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      26092 | NS      | $558931.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 907513                                                                                                                            | CUSIP: 31411GGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1150 | PA      | $1190.59       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LY Corporation                                                                                   | LY Corporation NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     894100 | NS      | $2155794.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG US CLO 2021-1 LTD                                                                            | ICG 2021-1A A1R                                                                                                                      | CUSIP: 449303AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $35008449.00   | 0.16%             | 2034-04-17      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Toro European CLO 10 Designated Activity Co.                                                     | TCLO 10A A                                                                                                                           | CUSIP: 000000000<br>LEI: 6354001HJSVF7BJWDP89 | Long             | ABS-O            | CORP              | IE        |   25000000 | PA      | $28752086.61   | 0.13%             | 2038-04-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO II Ltd.                                                                             | GWOLF 2013-1A A1SR                                                                                                                   | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |    2545000 | PA      | $2545073.30    | 0.01%             | 2034-04-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                                   | CME Group Inc. COM                                                                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      14938 | NS      | $4411938.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | The Bank of New York Mellon Corp. COM                                                                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     212811 | NS      | $25245768.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.25 06/16/29 144A                                                                                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $200395.00     | 0.00%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 555285                                                                                                                            | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1215 | PA      | $1248.84       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-236287.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                             | FRTR 3 06/25/49 OAT                                                                                                                  | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     666000 | PA      | $622428.26     | 0.00%             | 2049-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.                                        | WIN 8.25 10/01/31 144A                                                                                                               | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     450000 | PA      | $471346.67     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | EURO(FGBX) Buxl Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          6 | NC      | $-15262.49     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Nationale SNCF SA                                                                        | SNCF 1.5 02/02/29 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    1400000 | PA      | $1545674.21    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.2 03/01/47                                                                                                                    | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     675000 | PA      | $596495.08     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 05/15/55                                                                                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4730000 | PA      | $4605098.44    | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                        | TRGP 5.5 03/01/30                                                                                                                    | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1893639.66    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 10/31/27                                                                                                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9661000 | PA      | $9610808.09    | 0.04%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-134996.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 5.375 06/15/33 30Y                                                                                                             | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     567000 | PA      | $594749.32     | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $677957.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Finance Corporation       | UNSEAM 4.625 06/01/28 144a                                                                                                           | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |    1370000 | PA      | $1338490.00    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-475343.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 5 10/15/27                                                                                                                       | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    2262000 | PA      | $2107666.42    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $228410.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                           | PSD 3.25 09/15/49                                                                                                                    | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     480000 | PA      | $320176.25     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | Intesa Sanpaolo S.p.A. NPV                                                                                                           | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     927065 | NS      | $5606782.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK 3.5 12/14/26 GMTN                                                                                                             | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $271146.18     | 0.00%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                                           | Ten-Year Government of Canada Bond Futures                                                                                           | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        173 | NC      | $-66867.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                          | BRK 2.422 11/29/35                                                                                                                   | CUSIP: 084670FA1<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $597129.26     | 0.00%             | 2035-11-29      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Iberdrola International B.V.                                                                     | IBESM V1.874 PERP NC5                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1495542.76    | 0.01%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | American Tower Corporation COM                                                                                                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      75635 | NS      | $13053088.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sogecap SA                                                                                       | SOGESA V6.5 05/16/44                                                                                                                 | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $639705.18     | 0.00%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                                  | QTC 2 08/22/33                                                                                                                       | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    1150000 | PA      | $631668.38     | 0.00%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1350180.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                                    | Assa Abloy AB SER'B'NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      15662 | NS      | $566148.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | The Charles Schwab Corporation COM                                                                                                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     264067 | NS      | $24817016.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 11/23/34 M                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  110500000 | PA      | $5635836.01    | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Suriname (Republic of)                                                                           | SURINM 8.5 11/06/35 144A                                                                                                             | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     436000 | PA      | $450824.00     | 0.00%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vancouver, British Columbia                                                                      | VANC 3.7 10/18/52                                                                                                                    | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | MUN               | CA        |    1500000 | PA      | $886191.40     | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-33312.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | General Motors Company COM                                                                                                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     307055 | NS      | $22875597.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                                                              | Hong Kong Exchanges & Clearing Ltd. NPV                                                                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      50925 | NS      | $2569064.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                      | TRACTC 5.875 03/01/31 144A                                                                                                           | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5990000 | PA      | $5935911.04    | 0.03%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.5 05/15/64                                                                                                                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     330000 | PA      | $291790.06     | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JENTECH PRECISION INDUSTRIAL CO LTD                                                              | Jentech Precision Industrial Co., Ltd TWD10                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       4694 | NS      | $590217.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 2.6 02/15/33                                                                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $925969.27     | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc.                                                                          | Church & Dwight Co Inc. COM                                                                                                          | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      12800 | NS      | $1194496.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Funding ULC                                                                               | FISV 2.875 06/15/28                                                                                                                  | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    1300000 | PA      | $1475302.67    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 6.875 11/15/28                                                                                                                     | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3509543.74    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                           | SEE 6.125 02/01/28 144A                                                                                                              | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     415000 | PA      | $421354.90     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                                         | SBAC 3.125 02/01/29                                                                                                                  | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2582482.11    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.045 02/06/37                                                                                                                  | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118392.40     | 0.00%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2020-INV2 A13                                                                                                                  | CUSIP: 46652KBK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     238245 | PA      | $208123.22     | 0.00%             | 2050-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS ILS                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $338.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.6 03/02/43                                                                                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     255000 | PA      | $251647.27     | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                     | Thermo Fisher Scientific Inc COM                                                                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      19407 | NS      | $9539122.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd.                                                                    | Chugai Pharmaceutical Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      48300 | NS      | $2663671.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XP INC                                                                                           | XP Inc. CL A                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      98016 | NS      | $1866224.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    6842000 | NC      | $5.07          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | DKK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18837.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                          | MasterCard Incorporated CL A                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     108474 | NS      | $54200118.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                                                    | Boston Scientific Corporation COM                                                                                                    | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     210142 | NS      | $13186410.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-382826.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   11757000 | NC      | $1682.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.96 01/23/37                                                                                                                   | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     385000 | PA      | $375071.09     | 0.00%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 5140                                                                                                                              | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     115641 | PA      | $114611.68     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.13 11/19/28                                                                                                                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $603459.24     | 0.00%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4944.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                   | The Kroger Co. COM                                                                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      45700 | NS      | $3306852.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.04 01/23/28                                                                                                                   | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     770000 | PA      | $773732.82     | 0.00%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.654 10/18/30                                                                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2403230.68    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                             | FYBR 5 05/01/28 144A                                                                                                                 | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1675218.05    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSG NV                                                                                           | CSG NV NPV                                                                                                                           | CUSIP: 000000000<br>LEI: 31570078IM9ILNPQUB16 | Long             | EC               | CORP              | NL        |      49986 | NS      | $1348499.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                                             | Booking Holdings Inc COM                                                                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       5291 | NS      | $22276803.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 5.125 10/01/34 144A                                                                                                           | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     150000 | PA      | $146330.55     | 0.00%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Inbev SA/NV                                                                       | Anheuser-Busch Inbev SA/NV NPV                                                                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      96776 | NS      | $6695553.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12895.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $20126.88      | 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      | $345495.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PHILIPPINES                                                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-2274.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1                                                    | GSMBS 2020-INV1 A14                                                                                                                  | CUSIP: 36258KAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     545992 | PA      | $472201.55     | 0.00%             | 2050-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 5.375 06/01/29 144A                                                                                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $241693.35     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS CITIGROUP INC                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $20133.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-208618.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aqueduct European CLO 10 DAC                                                                     | AQUE 2024-10A A                                                                                                                      | CUSIP: 000000000<br>LEI: 635400SCIIZBJOEMZP09 | Long             | ABS-O            | CORP              | IE        |   21300000 | PA      | $24608957.02   | 0.11%             | 2039-01-18      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-190041.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                            | Parker-Hannifin Corp. COM                                                                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      28681 | NS      | $25676378.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                                                    | DISH 5.75 12/01/28 144A                                                                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1292797.29    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Telia Company AB                                                                                 | Telia Company AB NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     413213 | NS      | $2117003.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 8.5 06/01/28 144A                                                                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     950000 | PA      | $982399.73     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                                    | Nippon Yusen Kabushiki Kaisha NPV                                                                                                    | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      46200 | NS      | $1697146.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Toyota Tsusho Corp.                                                                              | Toyota Tsusho Corp. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |      34600 | NS      | $1340984.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co Ltd                                                                                 | Tokyo Gas Co Ltd NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |       8900 | NS      | $419154.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                                  | AstraZeneca PLC ORD USD0.25                                                                                                          | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |     129813 | NS      | $25383633.64   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential World Fund, Inc.                                                                      | PGIM Jennison Emerging Markets Equity Opportunities Fund                                                                             | CUSIP: 743969628<br>LEI: 5493003FFF3WYM74WH03 | Long             | EC               | RF                | US        |    3767670 | NS      | $78518247.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -6835000 | NC      | $-18613.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 4.125 09/23/29 7Y                                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     900000 | PA      | $1071816.24    | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.95 03/15/34                                                                                                                    | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     930000 | PA      | $1019102.31    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/44                                                                                                                         | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $429735.62     | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.75 10/28/27 144A                                                                                                              | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     900000 | PA      | $924201.00     | 0.00%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $77103.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                          | DSV A/S DKK1                                                                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       5120 | NS      | $1236522.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | EURO(FGBX) Buxl Futures                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -80 | NC      | $105413.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4540                                                                                                                              | CUSIP: 36202FBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        560 | PA      | $554.94        | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.95 04/30/31                                                                                                                      | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     850000 | PA      | $993201.10     | 0.00%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/43                                                                                                                         | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11245000 | PA      | $4726068.39    | 0.02%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C68205                                                                                                                            | CUSIP: 31287UDJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        214 | PA      | $225.18        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 10/31/30                                                                                                                     | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18182000 | PA      | $17947622.66   | 0.08%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                                              | STOAU 3.649 04/29/31 144A                                                                                                            | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1220000 | PA      | $1140454.66    | 0.01%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V6.339 07/27/29                                                                                                                 | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     900000 | PA      | $933212.96     | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc                                                                               | KTB 4.125 11/15/29 144A                                                                                                              | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     979000 | PA      | $927185.96     | 0.00%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                         | Rolls-Royce Holdings PLC ORD GBP0.20                                                                                                 | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |    1020775 | NS      | $15508047.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 5.6 06/13/28 144A                                                                                                             | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     665000 | PA      | $676485.88     | 0.00%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1                                               | BVABS 2024-SN1 B                                                                                                                     | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $502302.05     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 5.375 05/22/33 REGS                                                                                                            | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     260000 | PA      | $262600.00     | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 5.3 07/01/43                                                                                                                     | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     340000 | PA      | $313813.62     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.25 06/15/37                                                                                                                  | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     222000 | PA      | $213808.13     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                      | MDLZ 4.625 07/03/31 MPLE                                                                                                             | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1920935.55    | 0.01%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION 2025-4                                                   | BLAST 2025-4 D                                                                                                                       | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230000 | PA      | $230392.56     | 0.00%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 4.9 11/01/35                                                                                                                       | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     521000 | PA      | $507992.12     | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-351.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                                    | Accenture PLC CLS'A'USD0.0000225                                                                                                     | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      81534 | NS      | $16167376.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 6.375 05/04/28 144A                                                                                                             | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $308520.00     | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                            | IBM 3 02/03/31                                                                                                                       | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1686893.90    | 0.01%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                              | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1030.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.3 12/20/54 85                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  288600000 | PA      | $1378344.54    | 0.01%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADIF - Alta Velocidad                                                                            | ADIFAL 0.55 10/31/31 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |     100000 | PA      | $99277.94      | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $36495.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 7.25 07/01/33 144A                                                                                                                | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     505000 | PA      | $523012.19     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG 3.85 04/05/29                                                                                                                   | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1508877.56    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6.75 09/25/52 144A                                                                                                            | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $206172.00     | 0.00%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                         | JBS 5.5 01/15/36                                                                                                                     | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    1140000 | PA      | $1134786.55    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $44374.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.603 10/22/30                                                                                                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1868622.10    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| M3, Inc.                                                                                         | M3, Inc. NPV                                                                                                                         | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |      44800 | NS      | $459843.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                                        | Aegon Ltd. EUR0.12                                                                                                                   | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |     611377 | NS      | $4471138.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $123.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 0.375 10/13/28 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $216109.27     | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Zensho Holdings Co., Ltd.                                                                        | Zensho Holdings Co., Ltd. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |       8200 | NS      | $478739.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                             | Henkel AG & Co. KGaA NPV(BR)                                                                                                         | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       7017 | NS      | $504033.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $352595.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                                                        | Renesas Electronics Corp. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     177600 | NS      | $2539188.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TVF Varlik Kiralama AS                                                                           | TURKWF 6.95 01/23/30                                                                                                                 | CUSIP: 000000000<br>LEI: 7890008K3XQXPH1NO713 | Long             | DBT              | CORP              | TR        |     930000 | PA      | $919835.10     | 0.00%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 05/31/30                                                                                                                         | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19445000 | PA      | $19513361.33   | 0.09%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-174451.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 555438                                                                                                                            | CUSIP: 31385XBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1485 | PA      | $1515.43       | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KYOCERA CORP                                                                                     | KYOCERA Corp. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     261200 | NS      | $4005122.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                                       | KDP 3.881 03/26/30 144A                                                                                                              | CUSIP: 56530KAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1722130.45    | 0.01%             | 2030-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                              | Honda Motor Co Ltd. NPV                                                                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     728100 | NS      | $5892930.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                                        | Neste Oyj NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      16973 | NS      | $551580.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.375 02/15/29 144A                                                                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     230000 | PA      | $218583.38     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IHI Corp.                                                                                        | IHI Corp. NPV                                                                                                                        | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |      30900 | NS      | $637559.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                                               | HBANSW V2.75 09/30/41                                                                                                                | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |     700000 | PA      | $750597.43     | 0.00%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                              | Deutsche Telekom AG NPV(REGD)                                                                                                        | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     442472 | NS      | $16514500.53   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognex Corp                                                                                      | Cognex Corp COM                                                                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      24000 | NS      | $1175760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                                        | Alibaba Group Holding Ltd. SPONSORED ADS                                                                                             | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      28640 | NS      | $3593174.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.25 02/01/50                                                                                                                    | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     297000 | PA      | $250465.75     | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | PLN/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $32904.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                                                         | QBE Insurance Group Ltd. NPV                                                                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     635362 | NS      | $9375884.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Corteva Inc                                                                                      | Corteva Inc COM                                                                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      75900 | NS      | $6353589.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Emerson Electric Co.                                                                             | EMR 3 03/15/31                                                                                                                       | CUSIP: 291011BU7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3923720.77    | 0.02%             | 2031-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    3471000 | NC      | $0.22          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 5.875 03/01/32 144A                                                                                                              | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1192761.58    | 0.01%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-412068.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercury NZ Ltd.                                                                                  | Mercury NZ Ltd. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 254900XLT925U953KK55 | Long             | EC               | CORP              | NZ        |     180815 | NS      | $650093.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                                                           | Agricultural Development Bank of China                                                                                               | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | USGA              | CN        |    3500000 | PA      | $547134.00     | 0.00%             | 2031-11-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                                   | ATOSTR 2.25 01/25/32 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $105598.46     | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.2 04/18/27                                                                                                                    | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     455000 | PA      | $458809.28     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   47505000 | OU      | $143791.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CNY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1713.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                      | BGOSK 4 03/13/32 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     800000 | PA      | $943857.86     | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V                                                                                   | Stellantis N.V COM EUR0.01                                                                                                           | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     120634 | NS      | $871892.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Corp.                                                                       | Constellation Energy Corp. COM                                                                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      10500 | NS      | $2932125.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABN AMRO Bank N.V. DR EACH REP SHS                                                                                                   | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      17432 | NS      | $552608.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                                 | Yum! Brands Inc. COM                                                                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      32257 | NS      | $5015318.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Zoom Communications Inc.                                                                         | Zoom Communications Inc. CL A                                                                                                        | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     129600 | NS      | $10418544.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   12447000 | OU      | $63061.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/42                                                                                                                         | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1110000 | PA      | $487542.98     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                       | BATSLN 2.259 03/25/28                                                                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     191000 | PA      | $183248.44     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CITY DEPARTMENT OF AIRPORTS (CA)                                                     | CA LOSAPT 6.58 05/15/2039                                                                                                            | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     225000 | PA      | $240073.60     | 0.00%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/PLN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1464.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.503 09/11/31                                                                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     983000 | PA      | $971248.70     | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                                         | Mitsubishi Estate Co Ltd NPV                                                                                                         | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      14400 | NS      | $399693.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-88987.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northwoods Capital XIV-B Ltd.                                                                    | WOODS 2018-14BA AR                                                                                                                   | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |     772014 | PA      | $772054.49     | 0.00%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd.                                                                          | Aristocrat Leisure Ltd. NPV                                                                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      90254 | NS      | $2868747.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | SEK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $43456.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | Applovin Corp. COM CL A                                                                                                              | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      17140 | NS      | $6821720.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hochtief AG                                                                                      | Hochtief AG NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 529900Y25S8NZIYTT924 | Long             | EC               | CORP              | DE        |       7710 | NS      | $3507059.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                                     | BPIFRA 0.625 07/22/31 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $100371.26     | 0.00%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | Standard Chartered PLC ORD USD0.50                                                                                                   | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     194602 | NS      | $4055476.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                             | JPMCC 2018-WPT AFX                                                                                                                   | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     647000 | PA      | $617063.31     | 0.00%             | 2033-07-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                 | CFELEC 5 09/29/36 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    1492800 | PA      | $1388251.75    | 0.01%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                                | Sonova Holding AG CHF0.05 (REGD)                                                                                                     | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |       4279 | NS      | $975669.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | British Pound Futures, Jun-2026,ETH                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |        -91 | NC      | $58704.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrefour S.A.                                                                                   | Carrefour S.A. EUR2.50                                                                                                               | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     113497 | NS      | $2101494.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                                     | Fortinet Inc COM                                                                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      87100 | NS      | $7117812.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Snam S.p.A.                                                                                      | Snam S.p.A. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     541436 | NS      | $4101613.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.375 09/27/54                                                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     103000 | PA      | $79674.71      | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                                      | Lockheed Martin Corporation COM                                                                                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       5500 | NS      | $3324145.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.625 06/15/28                                                                                                                   | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     855000 | PA      | $847769.46     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                                   | Prudential PLC GBP0.05                                                                                                               | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |     302704 | NS      | $4208528.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-C TRUST                                                      | SOFI 2019-C A2FX                                                                                                                     | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      37523 | PA      | $36522.32      | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.45 03/13/31                                                                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     771000 | PA      | $791061.80     | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                                 | TCV 2.25 11/20/34                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    1000000 | PA      | $534123.07     | 0.00%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                        | Zurich Insurance Group AG CHF0.10                                                                                                    | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       7570 | NS      | $5350616.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                                                        | Amundi SA EUR2.5                                                                                                                     | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      43129 | NS      | $3706411.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    3510000 | NC      | $0.02          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.482 08/23/28                                                                                                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     745000 | PA      | $744676.78     | 0.00%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe B.V.                                                             | BSX 3.375 03/08/29                                                                                                                   | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |     390000 | PA      | $450231.55     | 0.00%             | 2029-03-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                                | Microchip Technology Incorporated COM                                                                                                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     134100 | NS      | $8664201.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 5.8 03/13/56                                                                                                                    | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     280000 | PA      | $279315.56     | 0.00%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                                           | SAP SE ORD NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      62123 | NS      | $10590893.27   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | Cenovus Energy Inc COM NPV                                                                                                           | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     263400 | NS      | $6990675.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                                               | CTRA 5.9 02/15/55                                                                                                                    | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      31000 | PA      | $29563.88      | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.6 PERP                                                                                                                       | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     691000 | PA      | $630537.50     | 0.00%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SGD/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-66232.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Series Fund                                                                           | Prudential Series Fund CL I HI YLD BD                                                                                                | CUSIP: 74437G672<br>LEI: 5493007AGJZME68YC130 | Long             | EC               | RF                | US        |    4486818 | NS      | $35086920.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX Trust 2026-NQM2                                                                              | OBX 2026-NQM2 A1A                                                                                                                    | CUSIP: 67123VAD4<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |    1560163 | PA      | $1548493.74    | 0.01%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1139 | NC      | $-4155912.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                                                              | Synchrony Financial COM                                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     171100 | NS      | $11638222.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-23370.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                                    | Clarivate PLC COM NPV                                                                                                                | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |    2389100 | NS      | $6044423.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST                                                        | CSAIL 2018-CX12 A3                                                                                                                   | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     270000 | PA      | $267354.24     | 0.00%             | 2051-08-17      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-3735.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8 PERP 144A                                                                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    6239000 | PA      | $6290384.18    | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/42                                                                                                                         | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26255000 | PA      | $11897918.99   | 0.06%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4356                                                                                                                            | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1825234 | PA      | $1548590.63    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Incorporated                                                        | West Pharmaceutical Services Incorporated COM                                                                                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      16200 | NS      | $4060368.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-2                                                                    | LFT 2025-2A A                                                                                                                        | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1527000 | PA      | $1523452.93    | 0.01%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 6.25 03/15/33                                                                                                                   | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     129000 | PA      | $137742.37     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3417000 | NC      | $2.87          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.3 01/30/32                                                                                                                     | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    2400000 | PA      | $2176095.60    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2021-2 LTD                                                                              | EMIR 2021-2 M1C                                                                                                                      | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      26409 | PA      | $26451.86      | 0.00%             | 2034-04-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                                           | EDPPL 3.875 06/26/28 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     300000 | PA      | $350603.98     | 0.00%             | 2028-06-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIKING HOLDINGS LTD                                                                              | Viking Holdings Ltd. ORD SHS                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     119900 | NS      | $8810252.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 05/15/28                                                                                                                      | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8725000 | PA      | $8712730.47    | 0.04%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                   | Quest Diagnostics Incorporated COM                                                                                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       9425 | NS      | $1847111.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc.                                                                | American International Group Inc. COM NEW                                                                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     154400 | NS      | $11618600.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp.                                                                                       | ORIX Corp. NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     158400 | NS      | $4699943.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS HUF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-38507.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                                                    | BMETR 1.3975 10/07/33                                                                                                                | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     700000 | PA      | $869265.88     | 0.00%             | 2033-10-07      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                                     | Unilever PLC ORD GBP0.035                                                                                                            | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      76690 | NS      | $4329887.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-167406.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                                                                            | STMicroelectronics N.V. EUR1.04                                                                                                      | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      96421 | NS      | $3281072.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                                 | Coca-Cola HBC AG ORD CHF6.70(CDI)                                                                                                    | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      34887 | NS      | $1965156.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                             | GREECE 5.2 07/17/34                                                                                                                  | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     125000 | PA      | $154051.46     | 0.00%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                          | CHTR 5.875 11/15/40                                                                                                                  | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |      90000 | PA      | $81282.87      | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLII LIMITED                                                                           | MAGNE 2024-42A A1                                                                                                                    | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |   20500000 | PA      | $20504100.00   | 0.10%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/41                                                                                                                         | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1115000 | PA      | $512764.02     | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NiSource Inc. COM                                                                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     145700 | NS      | $6798362.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                                                                      | Keysight Technologies, Inc. COM                                                                                                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      48000 | NS      | $13553760.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8366                                                                                                                            | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     409606 | PA      | $405388.46     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 5.95 09/15/33                                                                                                                   | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     120000 | PA      | $126419.36     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-33428.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.375 02/01/28 144A                                                                                                           | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     725000 | PA      | $536694.04     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                                          | Versant Media Group Inc. COM CL A                                                                                                    | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     139500 | NS      | $5164290.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | JPY/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $28040.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 4.5 11/29/32                                                                                                                    | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $478521.90     | 0.00%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.55 05/15/34                                                                                                                     | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305205.30     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                                        | Teledyne Technologies Inc COM                                                                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |       2003 | NS      | $1211835.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.625 02/15/27 144A                                                                                                              | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1093930.54    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                                     | Ashland Inc. COM                                                                                                                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      23300 | NS      | $1295713.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HRTI LLC                                                                                         | HRTI LLC CL A COM                                                                                                                    | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      67500 | NS      | $1146825.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Greywolf clo vii ltd/llc                                                                         | GWOLF 2018-2A A1                                                                                                                     | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |       4005 | PA      | $4005.34       | 0.00%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                                      | Reckitt Benckiser Group PLC ORD GBP0.1041666666666667                                                                                | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      41448 | NS      | $2786977.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $164818.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/NOK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3774.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                                               | Deutsche Boerse AG NPV(REGD)                                                                                                         | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       6969 | NS      | $2041536.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $12326.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGESS - Societe Anonyme de Gestion de Stocks de Securite                                        | SAGESS 3 11/25/31 EMTN                                                                                                               | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2146211.36    | 0.01%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHLMC 6.25 07/15/32                                                                                                                  | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     180000 | PA      | $200889.92     | 0.00%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | Becton, Dickinson and Company COM                                                                                                    | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       9016 | NS      | $1417585.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TRUST                                                             | PROG 2025-SFR6 A                                                                                                                     | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     729795 | PA      | $704282.24     | 0.00%             | 2042-12-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                                                                | Asahi Kasei Corp. NPV                                                                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     205400 | NS      | $2009731.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                                            | Dell Technologies Inc CL C                                                                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      39390 | NS      | $6465080.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CZK                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $417.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                             | BKNG 3.125 05/09/31                                                                                                                  | CUSIP: 09857LBH0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     800000 | PA      | $900684.55     | 0.00%             | 2031-05-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -6914000 | NC      | $-75514.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                                 | BRX 4.05 07/01/30                                                                                                                    | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     394000 | PA      | $383243.48     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                                               | UBS 3.146 06/21/31                                                                                                                   | CUSIP: 000000000<br>LEI: 549300WOIFUSNYH0FL22 | Long             | DBT              | CORP              | CH        |    2440000 | PA      | $2794281.79    | 0.01%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-57443.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.5 09/15/31 144A                                                                                                                | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2095448.13    | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                                                      | BMO 2024-5C5 A3                                                                                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6145000 | PA      | $6344362.24    | 0.03%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 9 11/01/27 144A                                                                                                               | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |      35000 | PA      | $40836.91      | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS SGD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $10983.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41                                                   | WFCM 2017-C41 A3                                                                                                                     | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     575000 | PA      | $565724.79     | 0.00%             | 2050-11-17      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc.                                                                   | CONCEN 6.875 07/15/32 144A                                                                                                           | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     845000 | PA      | $874280.44     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/43                                                                                                                         | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5950000 | PA      | $2427628.11    | 0.01%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                                  | BANK5 2024-5YR8 A3                                                                                                                   | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2230000 | PA      | $2312161.23    | 0.01%             | 2057-08-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                             | UKT 4.125 03/07/31                                                                                                                   | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   31625000 | PA      | $41216735.24   | 0.19%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TechnipFMC PLC                                                                                   | TechnipFMC PLC USD1                                                                                                                  | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      38739 | NS      | $2678027.07    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725704                                                                                                                            | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1059 | PA      | $1094.34       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                             | BOOTFN 7.375 08/31/32 144*                                                                                                           | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     550000 | PA      | $724340.10     | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CHF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5414.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $316.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.314 01/18/41                                                                                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     295000 | PA      | $284627.33     | 0.00%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 PERP G                                                                                                                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1708234.00    | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                                        | Host Hotels & Resorts Inc COM                                                                                                        | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     469700 | NS      | $8999452.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Mediolanum SpA                                                                             | Banca Mediolanum SpA NPV                                                                                                             | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      74029 | NS      | $1499917.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-19932.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 1 10/31/50                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    6300000 | PA      | $3848337.30    | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS KRW                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1418.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1745000 | PA      | $1739546.88    | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV2                                                                     | UWM 2021-INV2 A15                                                                                                                    | CUSIP: 90354TAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     791065 | PA      | $652956.51     | 0.00%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                                      | Ares Management Corporation CL A COM STK                                                                                             | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       9626 | NS      | $1050196.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $51661.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                            | Kioxia Holdings Corp. NPV                                                                                                            | CUSIP: 000000000<br>LEI: 35380080RTKRARNH4R73 | Long             | EC               | CORP              | JP        |      20500 | NS      | $2677302.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                                                      | Keppel Ltd. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |     138500 | NS      | $1275893.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.702 05/06/30                                                                                                                  | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     311000 | PA      | $303373.88     | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -42460000 | OU      | $-46800.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS AUD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-23133.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q12211                                                                                                                            | CUSIP: 3132HNN47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1364 | PA      | $1285.83       | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NGC 2024-I LTD                                                                                   | NGC 2024-1A B                                                                                                                        | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    9500000 | PA      | $9519036.10    | 0.04%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                                 | Mitsubishi Corp. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     402000 | NS      | $13790999.46   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V1.992 01/27/32                                                                                                                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $1892500.40    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                             | Endeavour Mining PLC ORD USD0.01                                                                                                     | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      23376 | NS      | $1401618.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                                                                  | MDT 3.875 10/15/36                                                                                                                   | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     400000 | PA      | $457841.52     | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                                         | Vulcan Materials Company COM                                                                                                         | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      18110 | NS      | $4931353.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.572 10/20/32                                                                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1759000 | PA      | $1565887.59    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Industria De Diseno Textil SA                                                                    | Industria De Diseno Textil SA EUR0.03 (POST SUBD)                                                                                    | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     179802 | NS      | $10466057.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2.0                                                                              | EGUATE 6.35 09/15/35 144A                                                                                                            | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $294180.00     | 0.00%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                                  | Regeneron Pharmaceuticals, Inc. COM                                                                                                  | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      21503 | NS      | $16614077.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-85937.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4379                                                                                                                            | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1067688 | PA      | $905694.21     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2538                                                                                                                            | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     708584 | PA      | $605970.85     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2020-1 LTD                                                                    | ROCKT 2020-1A A1RR                                                                                                                   | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   35000000 | PA      | $34944301.00   | 0.16%             | 2036-01-22      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                                                                     | Sysmex Corp. NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 5299001ZO4CKWACMZI55 | Long             | EC               | CORP              | JP        |     101400 | NS      | $884298.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V7.624 10/30/31 .                                                                                                                | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     220000 | PA      | $242987.53     | 0.00%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                                         | LW 4.125 01/31/30 144A                                                                                                               | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     647000 | PA      | $618371.45     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Company PJSC                                                   | ETISLT 0.875 05/17/33 EMTN                                                                                                           | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $376483.46     | 0.00%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-14334.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEZ AS                                                                                           | CEZCP 0.875 12/02/26 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     500000 | PA      | $570065.22     | 0.00%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                                     | KBC Group NV NPV                                                                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      23681 | NS      | $2898364.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Series Trust                                                                            | AST Large-Cap Growth Portfolio                                                                                                       | CUSIP: 00767H477<br>LEI: 549300VWSUPW8FKG9V43 | Long             | EC               | RF                | US        |   11837687 | NS      | $1182821653.96 | 5.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $630445.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 743665                                                                                                                            | CUSIP: 3620AYFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1648 | PA      | $1678.76       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Croatia (Republic Of)                                                                            | CROATI 1.125 06/19/29                                                                                                                | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     100000 | PA      | $109027.86     | 0.00%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                                  | Ross Stores Inc COM                                                                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      77644 | NS      | $16820019.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5138                                                                                                                            | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3666328 | PA      | $3693410.67    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                                           | STLA 5.4 09/15/30 144A                                                                                                               | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1414049.27    | 0.01%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LKQ Corporation                                                                                  | LKQ Corporation COM                                                                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     130100 | NS      | $3821037.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Publicis Groupe SA                                                                               | Publicis Groupe SA EUR0.40                                                                                                           | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      32413 | NS      | $2682808.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | MXN CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3348000 | NC      | $5.81          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | Comcast Corporation CL A                                                                                                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     421459 | NS      | $12100087.89   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                                                 | Edwards Lifesciences Corporation COM                                                                                                 | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      81388 | NS      | $6517551.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Germany (Federal Republic Of)                                                                    | DBR 2.6 08/15/35                                                                                                                     | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   14865000 | PA      | $16638120.46   | 0.08%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 05/15/30                                                                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     440000 | PA      | $423704.22     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Santander UK Group Holdings PLC                                                                  | SANUK V4.32 09/22/29                                                                                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     401000 | PA      | $396922.55     | 0.00%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $885.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                            | BFLD 2025-EWEST A                                                                                                                    | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1794257.64    | 0.01%             | 2042-06-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                                                               | Suzuki Motor Corp. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |      88400 | NS      | $1077483.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | American Electric Power Co, Inc. COM                                                                                                 | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     134000 | NS      | $17564720.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.8 05/12/28                                                                                                                       | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     355000 | PA      | $365715.01     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                                       | Nike, Inc. CL B                                                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      10099 | NS      | $533429.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                                                                               | Telstra Group Ltd. NPV                                                                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    1918817 | NS      | $7083522.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 4833                                                                                                                              | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11492 | PA      | $11063.03      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                                    | FWRD 9.5 10/15/31 144A                                                                                                               | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14310000 | PA      | $13910876.74   | 0.06%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 3.75 02/15/31 144A                                                                                                               | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137607.88     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 4.05 02/01/30                                                                                                                    | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     825000 | PA      | $801649.52     | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                                                                 | Sony Group Corp. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     495400 | NS      | $10325491.69   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | THB/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1426305.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.25 06/15/29 144A                                                                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     201000 | PA      | $199232.63     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | AUD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21048.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd.                                                                     | Daiwa House Industry Co Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |     100600 | NS      | $3156120.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 144A                                                                                                               | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    3350000 | PA      | $3648218.44    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                               | Banco Bilbao Vizcaya Argentaria SA EUR0.49                                                                                           | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     379911 | NS      | $8205913.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                             | ASHWOO 4.625 08/01/29 144A                                                                                                           | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     134000 | PA      | $126743.44     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $34324.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.75 07/01/31 144A                                                                                                                | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $52303.37      | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Sensata Technologies Inc                                                                         | ST 3.75 02/15/31 144A                                                                                                                | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1545804.12    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.197 01/16/31                                                                                                                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2550000 | PA      | $2587754.03    | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                                             | Corning Incorporated COM                                                                                                             | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      44581 | NS      | $6061678.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD                                                          | Yangzijiang Shipbuilding Holdings Ltd. NPV (SGD)                                                                                     | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     975600 | NS      | $2897913.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS USD                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   58640000 | OU      | $133.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |    3360000 | NC      | $54357.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                                          | OMFIT 2023-1A D                                                                                                                      | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $314607.48     | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                                      | TENNECO INC                                                                                                                          | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | N/A       |     960189 | PA      | $933188.39     | 0.00%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST                                                        | CSAIL 2017-CX10 A4                                                                                                                   | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295000 | PA      | $291781.76     | 0.00%             | 2050-11-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                                                                         | The Procter & Gamble Co. COM                                                                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     119867 | NS      | $17313589.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 5.927 08/15/30 144A                                                                                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $502484.87     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 5.5 10/01/35                                                                                                                     | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1374802.14    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Brunello Cucinelli S.p.A.                                                                        | Brunello Cucinelli S.p.A. NPV                                                                                                        | CUSIP: 000000000<br>LEI: 5493003CX2RZ0FOBH256 | Long             | EC               | CORP              | IT        |      36735 | NS      | $3210424.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.875 11/07/29                                                                                                                     | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1618976.24    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C7 MORTGAGE TRUST                                                                     | CFCRE 2016-C7 A2                                                                                                                     | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     334312 | PA      | $331946.69     | 0.00%             | 2054-12-11      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 4.125 02/01/29 144A                                                                                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     540000 | PA      | $511169.93     | 0.00%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 02/15/33                                                                                                                       | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12295000 | PA      | $11832016.41   | 0.06%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nexon Co Ltd.                                                                                    | Nexon Co Ltd. NPV                                                                                                                    | CUSIP: 000000000<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |      18300 | NS      | $344711.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 3.75 03/01/31 144A                                                                                                               | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     391000 | PA      | $372842.42     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                                          | Bank Leumi Le-Israel BM ILS1                                                                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |      67844 | NS      | $1517185.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lukoil PJSC                                                                                      | Lukoil PJSC RUB0.025(RUB)                                                                                                            | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |       9456 | NS      | $0.01          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CFE FIBRA E                                                                                      | FCFEMM 5.875 09/23/40 144A                                                                                                           | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     295740 | PA      | $287163.25     | 0.00%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V4.964 10/23/36 MTN                                                                                                              | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     720000 | PA      | $697419.44     | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-118573.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                                 | DB V4 06/24/32 EMTN                                                                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1726146.39    | 0.01%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5469                                                                                                                            | CUSIP: 36179UCE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        707 | PA      | $726.04        | 0.00%             | 2048-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $101179.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | U.S. Bancorp. COM NEW                                                                                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     381248 | NS      | $19828708.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.5 04/15/27 144A                                                                                                             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1410202.23    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | Marriott International, Inc. CL A                                                                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       9191 | NS      | $3006100.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.875 07/09/31                                                                                                                 | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $231315.64     | 0.00%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk6                                                                                   | BANK 2017-BNK6 A4                                                                                                                    | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101021 | PA      | $99905.41      | 0.00%             | 2060-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3471000 | NC      | $-12460.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 10 02/07/33                                                                                                                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3080000 | PA      | $3508890.00    | 0.02%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | CDS REPUBLIC OF ESTONIA                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1574.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saskatchewan (Province Of)                                                                       | SCDA 3.3 06/02/48                                                                                                                    | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | MUN               | CA        |    1000000 | PA      | $580015.81     | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                           | BRPCN 5 06/15/29 144a                                                                                                                | CUSIP: 11283YAG5<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    2165000 | PA      | $2050839.55    | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.25 02/01/31 144A                                                                                                              | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $95525.76      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                              | BTPS 4.3 10/01/54 30Y                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   10037000 | PA      | $11142836.60   | 0.05%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    5288000 | NC      | $245091.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3434.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2020-2                                                          | VSTA 2020-2 A1                                                                                                                       | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     231334 | PA      | $225567.42     | 0.00%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS BRL PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3510000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alta Equipment Group Inc                                                                         | ALTG 9 06/01/29 144A                                                                                                                 | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     785000 | PA      | $700183.95     | 0.00%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                            | China Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   18500000 | PA      | $3320173.12    | 0.02%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | Hewlett Packard Enterprise Co. COM                                                                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     189064 | NS      | $4501613.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                      | USD/AUD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17374.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | O 4.875 07/06/30                                                                                                                     | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3635485.18    | 0.02%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                                      | STCITY 5 01/15/29 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     980000 | PA      | $918622.60     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/HUF FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13175.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.6 09/01/34                                                                                                                      | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     270000 | PA      | $275453.44     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                                                                 | Coles Group Ltd. NPV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |      54954 | NS      | $833364.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | JPY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-179.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO I LTD                                                                          | BARHN 2023-1A BR                                                                                                                     | CUSIP: 068751AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10005108.00   | 0.05%             | 2038-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS 0.625 01/18/33 EMTN                                                                                                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     355000 | PA      | $329045.12     | 0.00%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                     | Honeywell International Inc. COM                                                                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      44100 | NS      | $9967923.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CHF/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17381.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 4.625 06/01/30 144A                                                                                                              | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2504618.83    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                                                      | Bayerische Motoren Werke AG NON VTG PREF EUR1                                                                                        | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       3636 | NS      | $334701.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                 | ISRELE 4.25 08/14/28 GMTN                                                                                                            | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     400000 | PA      | $392000.00     | 0.00%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | IRS MYR                                                                                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $8402.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                        | Union Pacific Corporation COM                                                                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      56653 | NS      | $13745150.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Nationale SNCF SA                                                                        | SNCF 3.125 05/25/34 EMTn                                                                                                             | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |     500000 | PA      | $552638.76     | 0.00%             | 2034-05-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1H1351                                                                                                                            | CUSIP: 3128NGEY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         86 | PA      | $88.52         | 0.00%             | 2036-10-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 5 06/15/32 144A                                                                                                               | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $597478.68     | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | HUF CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    6914000 | NC      | $103.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                                                                       | Scout24 SE NPV                                                                                                                       | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      20534 | NS      | $1584369.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | CZK/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $528393.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.25 06/30/29                                                                                                                      | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       4000 | PA      | $3927.81       | 0.00%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $43222.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC Financial Services Group Inc. COM                                                                                                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      84407 | NS      | $17564252.63   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM 4 09/23/29 XR                                                                                                                  | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1610000 | PA      | $1573050.66    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V3 07/22/28                                                                                                                     | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1385000 | PA      | $1778923.69    | 0.01%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | Fidelity National Information Services Inc COM                                                                                       | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     268400 | NS      | $12590644.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                                                | Veeva Systems Inc CL A COM                                                                                                           | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      11200 | NS      | $1967392.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3528000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG Euro Clo 2023-1 DAC                                                                          | ICGE 2023-1A AR                                                                                                                      | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-O            | CORP              | IE        |   35000000 | PA      | $40353358.26   | 0.19%             | 2038-10-19      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Vanguard Specialized Funds                                                                       | Vanguard Specialized Funds DIV APP ETF                                                                                               | CUSIP: 921908844<br>LEI: 549300OM0CLBHZ9MZW59 | Long             | EC               | RF                | US        |    1194498 | NS      | $256888739.88  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                                                                                  | Littelfuse Inc. COM                                                                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       6200 | NS      | $2103970.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                                                            | USD/CZK FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44837.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                             | ACAFP V6.5 PERP EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $833626.76     | 0.00%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PLC                                                                  | Seagate Technology Holdings PLC ORD SHS                                                                                              | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |       7970 | NS      | $3122327.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Italy (Republic Of)                                                                              | ITALY 6 08/04/28 EMTN                                                                                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1436000 | PA      | $1941288.33    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                           | MPW 8.5 02/15/32 144a                                                                                                                | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101507.89     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                    | Takeda Pharmaceutical Co Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     152100 | NS      | $5601522.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.6 03/30/28 144A                                                                                                             | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     775000 | PA      | $788827.57     | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-13137.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/GBP FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19913.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25256.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PG&E Corporation COM                                                                                                                 | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     711200 | NS      | $12495784.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.875 02/15/32 144A                                                                                                              | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     439000 | PA      | $402817.05     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | CAD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $44700.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-322117.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V4.858 09/11/30                                                                                                                | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1125000 | PA      | $1125756.68    | 0.01%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | The Cigna Group COM                                                                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      38263 | NS      | $10206655.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                                                                           | MRVL 5.45 07/15/35                                                                                                                   | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     961000 | PA      | $976335.41     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp.                                                                            | PH 2.9 03/01/30                                                                                                                      | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2702491.41    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FHMS K131 X1                                                                                                                         | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   22615203 | PA      | $745883.30     | 0.00%             | 2031-07-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1059358.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    5288000 | NC      | $245091.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT TRUST AND HKT LTD                                                                            | HKT Trust & HKT Ltd. HKD0.0005 SHARE STAPLED UNIT                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     273000 | NS      | $426616.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                              | GPK 3.75 02/01/30 144A                                                                                                               | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     870000 | PA      | $800086.67     | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                        | IRS THB                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $4468.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huatai Securities Co Ltd                                                                         | Huatai Securities Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 3003009ABT0UCWO79Q77 | Long             | EC               | CORP              | CN        |     671088 | NS      | $1755771.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 08/15/34                                                                                                                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32870000 | PA      | $32032842.19   | 0.15%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                              | Imperial Brands PLC GBP0.10                                                                                                          | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     236494 | NS      | $9589315.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $46406.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2013-1 Receivables Funding LLC                                                  | SRFC 2025-2A A                                                                                                                       | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200364 | PA      | $200293.85     | 0.00%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8.125 05/14/30 REGS                                                                                                           | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    2939000 | PA      | $3583718.14    | 0.02%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                                                        | NTPCIN 2.75 02/01/27 EMTN                                                                                                            | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    2200000 | PA      | $2530638.80    | 0.01%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                        | Partners Group Holding AG CHF0.01 (REGD)                                                                                             | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       2529 | NS      | $2725859.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.875 03/17/31                                                                                                                   | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1727491.45    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS MXN PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -3372000 | NC      | $-27444.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | ILS/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5527.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                                                   | BHP Group Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     428460 | NS      | $15502763.72   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889579                                                                                                                            | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20267 | PA      | $21259.93      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                        | Realty Income Corporation COM                                                                                                        | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      64900 | NS      | $3970582.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KOREA EXCHANGE, INC.                                                                             | BMA Future, JUN 2026                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |        112 | NC      | $-92867.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.125 PERP                                                                                                                     | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     880000 | PA      | $887721.91     | 0.00%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.493 10/22/34                                                                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2107344.30    | 0.01%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                                           | GS V5.414 05/21/27                                                                                                                   | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1301527.59    | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6552                                                                                                                            | CUSIP: 3138EPH64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19214 | PA      | $19412.82      | 0.00%             | 2041-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                                          | OMFIT 2023-2A C                                                                                                                      | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $205366.80     | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Clo 2025-1 Designated Activity Co.                                        | PLMER 2025-1A A                                                                                                                      | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-O            | CORP              | IE        |    2250000 | PA      | $2592933.33    | 0.01%             | 2039-10-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 4.95 05/28/27                                                                                                                      | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     630000 | PA      | $629771.60     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank Of Queensland Ltd.                                                                          | BQDAU 3.3004 07/30/29                                                                                                                | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |    1630000 | PA      | $1888866.92    | 0.01%             | 2029-07-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                                       | KHFC 3.124 03/18/29                                                                                                                  | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    2330000 | PA      | $2688767.63    | 0.01%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/52                                                                                                                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15550000 | PA      | $10782953.13   | 0.05%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Regie Autonome Transports Parisiens                                                              | RATPFP 0.4 12/19/36 EMTN                                                                                                             | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |     164245 | PA      | $158218.14     | 0.00%             | 2036-12-19      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                                                  | Cairn Homes PLC ORD EUR0.001                                                                                                         | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |     901490 | NS      | $2216821.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp.                                                                                     | Target Corp. COM                                                                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      35400 | NS      | $4290480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS CNH PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   13669000 | NC      | $91735.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                                                                             | Astellas Pharma Inc. NPV                                                                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     347500 | NS      | $5664881.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd.                                                                 | Daito Trust Construction Co Ltd. NPV                                                                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      68800 | NS      | $1612271.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                                                                     | Northern Star Resources Ltd. NPV                                                                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      92117 | NS      | $1339085.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                               | SPGB 4 10/31/54                                                                                                                      | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    3940000 | PA      | $4461744.35    | 0.02%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V7.375 03/15/55                                                                                                                  | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     880000 | PA      | $884951.33     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                            | EGBLFN 12 11/30/28 144A                                                                                                              | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    3555000 | PA      | $3799406.25    | 0.02%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA                                                     | International Consolidated Airlines Group S.A. ORD EUR0.10 (CDI)                                                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | ES        |     464274 | NS      | $2203589.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                                                   | MHO 4.95 02/01/28                                                                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494903.81     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | CAS 2022-R03 1B1                                                                                                                     | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     130000 | PA      | $135509.99     | 0.00%             | 2042-03-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $479101.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS EUR                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -95010000 | OU      | $-144586.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS EUR                                                                                                                              | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-24078.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/JPY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1075.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 1G1353                                                                                                                            | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        158 | PA      | $163.13        | 0.00%             | 2036-12-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp                                                                               | MATHOM 4.625 03/01/30 144A                                                                                                           | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    1774000 | PA      | $1683082.50    | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                                    | Carlsberg A/S SER'B'DKK20                                                                                                            | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      39755 | NS      | $4963354.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | Danske Bank A/S DKK10                                                                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     110421 | NS      | $5441832.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/MXN FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19096.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.95 12/01/47                                                                                                                    | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     740000 | PA      | $537459.98     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C45                                                   | WFCM 2018-C45 A3                                                                                                                     | CUSIP: 95001NAX6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-O            | CORP              | US        |    1469075 | PA      | $1451955.61    | 0.01%             | 2051-06-16      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 5.25 09/15/27                                                                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     800000 | PA      | $771452.08     | 0.00%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.109 04/22/41                                                                                                                  | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1326757.07    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                              | CF 4.95 06/01/43                                                                                                                     | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     540000 | PA      | $481913.55     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Inpex Corp.                                                                                      | Inpex Corp. NPV                                                                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      67300 | NS      | $1990700.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                                 | McDonald's Corp. COM                                                                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      84203 | NS      | $26169450.37   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                                                                    | Coherent Corp COM                                                                                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      11100 | NS      | $2644131.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings Llc                                                                         | CE 6.85 11/15/28                                                                                                                     | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     316000 | PA      | $328622.49     | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                                                                       | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5767.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.5 PERP H                                                                                                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2605017.34    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                 | VMED 5.25 05/15/29 REGs                                                                                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     675000 | PA      | $850992.08     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                  | Xcel Energy Inc COM                                                                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      54331 | NS      | $4316054.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                                               | TRY/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $74723.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 2.9 02/16/28                                                                                                                       | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192016.77     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC                                                              | MIWIDO 6.75 04/01/32 144A                                                                                                            | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1431285.06    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES INC                                                                           | ARUINV 9.25 11/01/26 144A                                                                                                            | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32961 | PA      | $26766.50      | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    3360000 | NC      | $113.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                                            | China Government Bond                                                                                                                | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     500000 | PA      | $86888.74      | 0.00%             | 2036-07-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | Smith & Nephew PLC ORD USD0.20                                                                                                       | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      63529 | NS      | $1006554.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 7.25 10/15/29                                                                                                                    | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1108271.65    | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| B&G Foods, Inc.                                                                                  | BGS 8 09/15/28 144A                                                                                                                  | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2255528.73    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corporation                                                                     | General Dynamics Corporation COM                                                                                                     | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      57361 | NS      | $19687442.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                                                    | SCGALO 6.625 03/01/30 144A                                                                                                           | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     815000 | PA      | $704500.02     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF FRANCE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-46837.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | Micron Technology Inc. COM                                                                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     125522 | NS      | $42406352.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                                                               | Kemper Corporation COM                                                                                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      37500 | NS      | $1146000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo S.p.A.                                                                                  | Leonardo S.p.A. NPV                                                                                                                  | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      43616 | NS      | $2966737.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q11420                                                                                                                            | CUSIP: 3132HMSH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        546 | PA      | $515.06        | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ibiden Co Ltd.                                                                                   | Ibiden Co Ltd. NPV                                                                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | EC               | CORP              | JP        |       9000 | NS      | $450364.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GACI First Investment Co.                                                                        | PIFKSA 4.75 02/14/30                                                                                                                 | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    2560000 | PA      | $2524800.00    | 0.01%             | 2030-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/CAD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17883.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                                     | CHINA 0.25 11/25/30                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1460000 | PA      | $1491313.73    | 0.01%             | 2030-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                             | EIX 5.45 06/15/29                                                                                                                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     369000 | PA      | $372244.18     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                           | FANG 5.15 01/30/30                                                                                                                   | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     265000 | PA      | $270660.41     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                            | Camden Property Trust SH BEN INT                                                                                                     | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      53861 | NS      | $5260065.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | GBP/USD FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-588.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                                                                    | BOC Hong Kong (Holdings) Ltd. NPV                                                                                                    | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     591000 | NS      | $3260550.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                                                 | BHCCN 10 04/15/32 144A                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     245000 | PA      | $251125.00     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| OFSI BSL XII CLO LTD                                                                             | OFSBS 2023-12A A1R                                                                                                                   | CUSIP: 67629HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   30000000 | PA      | $30008097.00   | 0.14%             | 2035-01-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                                   | CHLELC 6.01 01/20/33 REGS                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     860000 | PA      | $886479.40     | 0.00%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725162                                                                                                                            | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13122 | PA      | $13576.13      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | USD/TRY FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1830.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.734 07/18/31                                                                                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     695000 | PA      | $692620.29     | 0.00%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | Gilead Sciences Inc. COM                                                                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     101267 | NS      | $14113581.79   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 8.75 01/29/34 144A                                                                                                              | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     522000 | PA      | $512473.50     | 0.00%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/EUR FORWARD                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3190.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer