# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0000940400-25-011192
**Filing Date:** 2025-11
**Character Count:** 1796194
**Document Hash:** b8ca75297525d18f35d8160189339bbf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-011192.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000940400-25-011192

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 251531624

**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 PRESERVATION ASSET ALLOCATION PORTFOLIO (Series ID: S000006794)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000018402 | AST PRESERVATION ASSET ALLOCATION PORTFOLIO |  |

## Nport-Ex

AST PRESERVATION ASSET ALLOCATION PORTFOLIO

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Long-Term Investments — 90.0%** | **Long-Term Investments — 90.0%** | **Long-Term Investments — 90.0%** |
| **Affiliated Mutual Funds — 36.5%** | **Affiliated Mutual Funds — 36.5%** | **Affiliated Mutual Funds — 36.5%** |
| **Domestic Equity — 6.0%** | **Domestic Equity — 6.0%** | **Domestic Equity — 6.0%** |
| &nbsp;&nbsp;&nbsp;AST Large-Cap Growth Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;831841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$90753828 |
| &nbsp;&nbsp;&nbsp;AST Large-Cap Value Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;547674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32044390 |
| &nbsp;&nbsp;&nbsp;AST Small-Cap Equity Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;246862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20778365 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison Natural Resources Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313754 |
| &nbsp;&nbsp;&nbsp;PSF PGIM Jennison Blend Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;278807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39771832 |
| &nbsp;&nbsp;&nbsp;PSF PGIM Jennison Value Portfolio\* | &nbsp;&nbsp;&nbsp;&nbsp;140307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9618072 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193280241 |
| **Fixed Income — 29.8%** | **Fixed Income — 29.8%** | **Fixed Income — 29.8%** |
| &nbsp;&nbsp;&nbsp;AST PGIM Fixed Income Central Portfolio\* | 80657928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951763555 |
| &nbsp;&nbsp;&nbsp;PSF PGIM High Yield Bond Portfolio\* | &nbsp;&nbsp;&nbsp;2063727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15931976 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967695531 |
| **International Equity — 0.7%** | **International Equity — 0.7%** | **International Equity — 0.7%** |
| &nbsp;&nbsp;&nbsp;PGIM Global Real Estate Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295070 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison Emerging Markets Equity Opportunities Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813870 |
| &nbsp;&nbsp;&nbsp;PGIM Jennison International Opportunities Fund | &nbsp;&nbsp;&nbsp;&nbsp;549570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19899946 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21008886 |
| **Total Affiliated Mutual Funds<br>(cost $1,010,592,022)(wa)<br>** | **Total Affiliated Mutual Funds<br>(cost $1,010,592,022)(wa)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;1181984658 |
| **Common Stocks — 14.5%** | **Common Stocks — 14.5%** | **Common Stocks — 14.5%** |
| **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** |
| &nbsp;&nbsp;&nbsp;Airbus SE (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231616 |
| &nbsp;&nbsp;&nbsp;ATI, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81340 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328971 |
| &nbsp;&nbsp;&nbsp;Boeing Co. (The)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474826 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp. | &nbsp;&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;434352 |
| &nbsp;&nbsp;&nbsp;Elbit Systems Ltd. (Israel) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191797 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778315 |
| &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346396 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109484 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519197 |
| &nbsp;&nbsp;&nbsp;Leonardo SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120679 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&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;&nbsp;&nbsp;99842 |
| &nbsp;&nbsp;&nbsp;MTU Aero Engines AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94574 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113837 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598828 |
| &nbsp;&nbsp;&nbsp;Rolls-Royce Holdings PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245225 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652754 |
| &nbsp;&nbsp;&nbsp;Saab AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219779 |
| &nbsp;&nbsp;&nbsp;Safran SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804488 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238388 |
| &nbsp;&nbsp;&nbsp;Thales SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320856 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14005544 |
| **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362191 |
| &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707430 |

---

---

| | | |
|:---|:---|:---|
| **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;United Parcel Service, Inc. (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$501180 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570801 |
| **Automobile Components — 0.0%** | **Automobile Components — 0.0%** | **Automobile Components — 0.0%** |
| &nbsp;&nbsp;&nbsp;Aisin Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150250 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC (United Kingdom)\* | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275904 |
| &nbsp;&nbsp;&nbsp;Aumovio SE (Germany)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27007 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp. (Japan) | &nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526887 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA (France) | &nbsp;&nbsp;&nbsp;&nbsp;5014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180573 |
| &nbsp;&nbsp;&nbsp;Continental AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;1311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86731 |
| &nbsp;&nbsp;&nbsp;Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192440 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230478 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670270 |
| **Automobiles — 0.3%** | **Automobiles — 0.3%** | **Automobiles — 0.3%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;2597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261745 |
| &nbsp;&nbsp;&nbsp;Ferrari NV (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99368 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;43400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519064 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030393 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536605 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;9857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621287 |
| &nbsp;&nbsp;&nbsp;Stellantis NV | &nbsp;&nbsp;&nbsp;10453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97020 |
| &nbsp;&nbsp;&nbsp;Subaru Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89669 |
| &nbsp;&nbsp;&nbsp;Suzuki Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;16600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241677 |
| &nbsp;&nbsp;&nbsp;Tesla, Inc.\* | &nbsp;&nbsp;&nbsp;12354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5494071 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp. (Japan) | &nbsp;&nbsp;&nbsp;49100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943038 |
| &nbsp;&nbsp;&nbsp;Yamaha Motor Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;15900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119047 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10052984 |
| **Banks — 1.1%** | **Banks — 1.1%** | **Banks — 1.1%** |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV (Netherlands), 144A, CVA | &nbsp;&nbsp;&nbsp;&nbsp;8709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279381 |
| &nbsp;&nbsp;&nbsp;AIB Group PLC (Ireland) | &nbsp;&nbsp;&nbsp;71594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652704 |
| &nbsp;&nbsp;&nbsp;ANZ Group Holdings Ltd. (Australia) | &nbsp;&nbsp;&nbsp;24526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538555 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA (Spain) | &nbsp;&nbsp;&nbsp;41934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808053 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA (Spain) | &nbsp;&nbsp;&nbsp;81049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850554 |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM (Israel) | &nbsp;&nbsp;&nbsp;&nbsp;9183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186665 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;51084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2635424 |
| &nbsp;&nbsp;&nbsp;Bankinter SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;3024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47804 |
| &nbsp;&nbsp;&nbsp;Barclays PLC (United Kingdom) | 238411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226702 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA (France) | &nbsp;&nbsp;&nbsp;14901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362887 |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd. (China) | &nbsp;&nbsp;&nbsp;58500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274059 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA (Spain) | &nbsp;&nbsp;&nbsp;84572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893242 |
| &nbsp;&nbsp;&nbsp;Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819105 |
| &nbsp;&nbsp;&nbsp;Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154440 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;2658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100637 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;7071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780876 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA (France) | &nbsp;&nbsp;&nbsp;11306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222797 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S (Denmark) | &nbsp;&nbsp;&nbsp;&nbsp;3720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158898 |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;19430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770551 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG (Austria) | &nbsp;&nbsp;&nbsp;&nbsp;1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115505 |

---

A1

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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;First Horizon Corp. | &nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$529074 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC (United Kingdom) | 157360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220840 |
| &nbsp;&nbsp;&nbsp;ING Groep NV (Netherlands) | &nbsp;&nbsp;&nbsp;55476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454345 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA (Italy) | 113739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752859 |
| &nbsp;&nbsp;&nbsp;Japan Post Bank Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208164 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3785160 |
| &nbsp;&nbsp;&nbsp;KBC Group NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;1413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169332 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC (United Kingdom) | 389273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440496 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, Inc. (Japan) | 102100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647014 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433645 |
| &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. (Australia) | &nbsp;&nbsp;&nbsp;17172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500938 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;92169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651022 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp (Finland) | &nbsp;&nbsp;&nbsp;26277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432619 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp. Ltd. (Singapore) | &nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163195 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;7231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452925 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216234 |
| &nbsp;&nbsp;&nbsp;Resona Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;36000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367103 |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC (Russia)\*^ | &nbsp;&nbsp;&nbsp;61896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Shizuoka Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38302 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;7705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512971 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;14706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285408 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;33800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950891 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;18378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239789 |
| &nbsp;&nbsp;&nbsp;Swedbank AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;12012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362591 |
| &nbsp;&nbsp;&nbsp;U.S. Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;6081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293895 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA (Italy) | &nbsp;&nbsp;&nbsp;10307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784312 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;41385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3468891 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. (Australia) | &nbsp;&nbsp;&nbsp;17158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442073 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35682927 |
| **Beverages — 0.1%** | **Beverages — 0.1%** | **Beverages — 0.1%** |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;7112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425132 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd. (Japan) | &nbsp;&nbsp;&nbsp;21700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260160 |
| &nbsp;&nbsp;&nbsp;Carlsberg A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27237 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;12700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730123 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. (The) | &nbsp;&nbsp;&nbsp;10308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683627 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;3701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334607 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC AG (Italy)\* | &nbsp;&nbsp;&nbsp;&nbsp;3254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153519 |
| &nbsp;&nbsp;&nbsp;Diageo PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;12079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289023 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24169 |
| &nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc. | &nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418364 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225628 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316357 |
| &nbsp;&nbsp;&nbsp;PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323012 |
| &nbsp;&nbsp;&nbsp;Suntory Beverage & Food Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90636 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4301594 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Biotechnology — 0.2%** | **Biotechnology — 0.2%** | **Biotechnology — 0.2%** |
| &nbsp;&nbsp;&nbsp;AbbVie, Inc. | 12759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2954219 |
| &nbsp;&nbsp;&nbsp;Amgen, Inc. | &nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931260 |
| &nbsp;&nbsp;&nbsp;Argenx SE (Netherlands)\* | &nbsp;&nbsp;&nbsp;&nbsp;727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537143 |
| &nbsp;&nbsp;&nbsp;Biogen, Inc.\* | &nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308176 |
| &nbsp;&nbsp;&nbsp;CSL Ltd. | &nbsp;&nbsp;&nbsp;2892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380432 |
| &nbsp;&nbsp;&nbsp;Exelixis, Inc.\* | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82600 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences, Inc. | 13900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542900 |
| &nbsp;&nbsp;&nbsp;Incyte Corp.\* | &nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381645 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98266 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295192 |
| &nbsp;&nbsp;&nbsp;Swedish Orphan Biovitrum AB (Sweden)\* | &nbsp;&nbsp;&nbsp;6045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184785 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263965 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7960583 |
| **Broadline Retail — 0.4%** | **Broadline Retail — 0.4%** | **Broadline Retail — 0.4%** |
| &nbsp;&nbsp;&nbsp;Amazon.com, Inc.\* | 46647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10242282 |
| &nbsp;&nbsp;&nbsp;Coupang, Inc. (South Korea)\* | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109480 |
| &nbsp;&nbsp;&nbsp;eBay, Inc. | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727600 |
| &nbsp;&nbsp;&nbsp;Next PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282396 |
| &nbsp;&nbsp;&nbsp;Pan Pacific International Holdings Corp. (Japan) | 36500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240314 |
| &nbsp;&nbsp;&nbsp;Prosus NV (China)\* | 11971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846530 |
| &nbsp;&nbsp;&nbsp;Sea Ltd. (Singapore), ADR\* | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607682 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48667 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13104951 |
| **Building Products — 0.1%** | **Building Products — 0.1%** | **Building Products — 0.1%** |
| &nbsp;&nbsp;&nbsp;Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862444 |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;3983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138640 |
| &nbsp;&nbsp;&nbsp;Belimo Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100964 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp.(a) | 11543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689117 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain SA (France) | &nbsp;&nbsp;&nbsp;4261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461686 |
| &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523402 |
| &nbsp;&nbsp;&nbsp;ROCKWOOL A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;4405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164224 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853203 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793680 |
| **Capital Markets — 0.6%** | **Capital Markets — 0.6%** | **Capital Markets — 0.6%** |
| &nbsp;&nbsp;&nbsp;3i Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;8731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481279 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390544 |
| &nbsp;&nbsp;&nbsp;Amundi SA (France), 144A | &nbsp;&nbsp;&nbsp;5457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433693 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. (Class A Stock)(a) | &nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189630 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. (The) | 15608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700648 |
| &nbsp;&nbsp;&nbsp;Blackrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165554 |
| &nbsp;&nbsp;&nbsp;Blackstone, Inc. | &nbsp;&nbsp;&nbsp;4998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853908 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. (The) | 13479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1286840 |
| &nbsp;&nbsp;&nbsp;CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154008 |
| &nbsp;&nbsp;&nbsp;Daiwa Securities Group, Inc. (Japan) | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45506 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG (Germany) | 15261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540480 |
| &nbsp;&nbsp;&nbsp;Futu Holdings Ltd. (Hong Kong), ADR | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139128 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717511 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd. (Hong Kong) | &nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403071 |

---

A2

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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;Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$102660 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690768 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd. | 41000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940540 |
| &nbsp;&nbsp;&nbsp;Janus Henderson Group PLC | 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449551 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group, Inc. (Japan) | 18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203239 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33965 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;9548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517750 |
| &nbsp;&nbsp;&nbsp;Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185608 |
| &nbsp;&nbsp;&nbsp;Nasdaq, Inc. | 11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999485 |
| &nbsp;&nbsp;&nbsp;Nomura Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57164 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996040 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367663 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial, Inc.(a) | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001080 |
| &nbsp;&nbsp;&nbsp;Robinhood Markets, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100226 |
| &nbsp;&nbsp;&nbsp;S&P Global, Inc. | &nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362788 |
| &nbsp;&nbsp;&nbsp;SBI Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431021 |
| &nbsp;&nbsp;&nbsp;Singapore Exchange Ltd. (Singapore) | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308097 |
| &nbsp;&nbsp;&nbsp;UBS Group AG (Switzerland) | 28169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158128 |
| &nbsp;&nbsp;&nbsp;Virtu Financial, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209450 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18617023 |
| **Chemicals — 0.2%** | **Chemicals — 0.2%** | **Chemicals — 0.2%** |
| &nbsp;&nbsp;&nbsp;Air Liquide SA (France) | &nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431715 |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402262 |
| &nbsp;&nbsp;&nbsp;Asahi Kasei Corp. (Japan) | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141475 |
| &nbsp;&nbsp;&nbsp;Corteva, Inc. | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142023 |
| &nbsp;&nbsp;&nbsp;DSM-Firmenich AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42659 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498560 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353080 |
| &nbsp;&nbsp;&nbsp;Ecolab, Inc. | &nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602492 |
| &nbsp;&nbsp;&nbsp;Evonik Industries AG (Germany) | &nbsp;&nbsp;&nbsp;6340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110247 |
| &nbsp;&nbsp;&nbsp;Givaudan SA (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24474 |
| &nbsp;&nbsp;&nbsp;ICL Group Ltd. (Israel) | &nbsp;&nbsp;&nbsp;7524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46982 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances, Inc. | &nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135388 |
| &nbsp;&nbsp;&nbsp;LANXESS AG (Germany) | &nbsp;&nbsp;&nbsp;5279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131443 |
| &nbsp;&nbsp;&nbsp;Linde PLC | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712500 |
| &nbsp;&nbsp;&nbsp;Nitto Denko Corp. (Japan) | &nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139858 |
| &nbsp;&nbsp;&nbsp;Orica Ltd. (Australia) | 25410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354868 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288143 |
| &nbsp;&nbsp;&nbsp;Yara International ASA (Brazil) | 10223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374714 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4932883 |
| **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** |
| &nbsp;&nbsp;&nbsp;Brambles Ltd. (Australia) | 23466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385022 |
| &nbsp;&nbsp;&nbsp;Cintas Corp. | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225786 |
| &nbsp;&nbsp;&nbsp;Dai Nippon Printing Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163246 |
| &nbsp;&nbsp;&nbsp;RB Global, Inc. (Canada) | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281736 |
| &nbsp;&nbsp;&nbsp;Republic Services, Inc. | &nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317600 |
| &nbsp;&nbsp;&nbsp;Securitas AB (Sweden) (Class B Stock) | 10845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163468 |
| &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181237 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718095 |
| **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** |
| &nbsp;&nbsp;&nbsp;Arista Networks, Inc.\* | &nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136538 |
| &nbsp;&nbsp;&nbsp;Cisco Systems, Inc. | 27100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854182 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Communications Equipment (cont'd.)** | **Communications Equipment (cont'd.)** | **Communications Equipment (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Nokia OYJ (Finland) | &nbsp;&nbsp;&nbsp;68625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$330004 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;46650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386542 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3707266 |
| **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** |
| &nbsp;&nbsp;&nbsp;ACS Actividades de Construccion y Servicios SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;2708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217068 |
| &nbsp;&nbsp;&nbsp;Bouygues SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;5838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263315 |
| &nbsp;&nbsp;&nbsp;Eiffage SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;2947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377563 |
| &nbsp;&nbsp;&nbsp;Kajima Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61204 |
| &nbsp;&nbsp;&nbsp;Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207210 |
| &nbsp;&nbsp;&nbsp;Skanska AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;7334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190361 |
| &nbsp;&nbsp;&nbsp;Vinci SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600498 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1917219 |
| **Construction Materials — 0.1%** | **Construction Materials — 0.1%** | **Construction Materials — 0.1%** |
| &nbsp;&nbsp;&nbsp;CRH PLC (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;4349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524700 |
| &nbsp;&nbsp;&nbsp;CRH PLC (NYSE) | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455620 |
| &nbsp;&nbsp;&nbsp;Heidelberg Materials AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324150 |
| &nbsp;&nbsp;&nbsp;Holcim AG\* | &nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376281 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315140 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp;2409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741057 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736948 |
| **Consumer Finance — 0.1%** | **Consumer Finance — 0.1%** | **Consumer Finance — 0.1%** |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272837 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1230201 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135504 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial(a) | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539980 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178522 |
| **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** |
| &nbsp;&nbsp;&nbsp;Aeon Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206350 |
| &nbsp;&nbsp;&nbsp;Coles Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;18022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277409 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666134 |
| &nbsp;&nbsp;&nbsp;Dollar Tree, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113244 |
| &nbsp;&nbsp;&nbsp;Endeavour Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;26163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62813 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV (Netherlands) | &nbsp;&nbsp;&nbsp;13875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561445 |
| &nbsp;&nbsp;&nbsp;Kroger Co. (The) | &nbsp;&nbsp;&nbsp;10300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694323 |
| &nbsp;&nbsp;&nbsp;Marks & Spencer Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;7543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37007 |
| &nbsp;&nbsp;&nbsp;MatsukiyoCocokara & Co. (Japan) | &nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235632 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95271 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004640 |
| &nbsp;&nbsp;&nbsp;Tesco PLC (United Kingdom) | 143057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857439 |
| &nbsp;&nbsp;&nbsp;US Foods Holding Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137916 |
| &nbsp;&nbsp;&nbsp;Walmart, Inc. | &nbsp;&nbsp;&nbsp;23443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416036 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8365659 |
| **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** |
| &nbsp;&nbsp;&nbsp;Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115908 |
| &nbsp;&nbsp;&nbsp;Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118336 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234244 |

---

A3

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| &nbsp;&nbsp;&nbsp;D'ieteren Group (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$51992 |
| **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** | **Diversified Consumer Services — 0.0%** |
| &nbsp;&nbsp;&nbsp;ADT, Inc. | &nbsp;&nbsp;&nbsp;73800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642798 |
| **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** | **Diversified REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Covivio SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;1601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107906 |
| &nbsp;&nbsp;&nbsp;GPT Group (The) (Australia) | &nbsp;&nbsp;&nbsp;25077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89037 |
| &nbsp;&nbsp;&nbsp;Mirvac Group (Australia) | 121521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182487 |
| &nbsp;&nbsp;&nbsp;Stockland (Australia) | &nbsp;&nbsp;&nbsp;34986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141491 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520921 |
| **Diversified Telecommunication Services — 0.1%** | **Diversified Telecommunication Services — 0.1%** | **Diversified Telecommunication Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;AT&T, Inc. | &nbsp;&nbsp;&nbsp;16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474432 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG (Germany) | &nbsp;&nbsp;&nbsp;41082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399642 |
| &nbsp;&nbsp;&nbsp;Elisa OYJ (Finland) | &nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135210 |
| &nbsp;&nbsp;&nbsp;HKT Trust & HKT Ltd. (Hong Kong), UTS | &nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56184 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV (Netherlands) | &nbsp;&nbsp;&nbsp;62248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298762 |
| &nbsp;&nbsp;&nbsp;Telenor ASA (Norway) | &nbsp;&nbsp;&nbsp;11186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185615 |
| &nbsp;&nbsp;&nbsp;Telia Co. AB (Sweden) | &nbsp;&nbsp;&nbsp;61088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233049 |
| &nbsp;&nbsp;&nbsp;Telstra Group Ltd. (Australia) | 161783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515784 |
| &nbsp;&nbsp;&nbsp;Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;21686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4251777 |
| **Electric Utilities — 0.3%** | **Electric Utilities — 0.3%** | **Electric Utilities — 0.3%** |
| &nbsp;&nbsp;&nbsp;Acciona SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124381 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co., Inc.(a) | &nbsp;&nbsp;&nbsp;10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181250 |
| &nbsp;&nbsp;&nbsp;Chubu Electric Power Co., Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95827 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789768 |
| &nbsp;&nbsp;&nbsp;Endesa SA (Spain) | &nbsp;&nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98931 |
| &nbsp;&nbsp;&nbsp;Enel SpA (Italy) | 139697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1323844 |
| &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214710 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710210 |
| &nbsp;&nbsp;&nbsp;Iberdrola SA (Spain) | &nbsp;&nbsp;&nbsp;20236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383054 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power Co., Inc. (The) (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55785 |
| &nbsp;&nbsp;&nbsp;NextEra Energy, Inc.(a) | &nbsp;&nbsp;&nbsp;16409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238715 |
| &nbsp;&nbsp;&nbsp;NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987895 |
| &nbsp;&nbsp;&nbsp;Origin Energy Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;9152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75527 |
| &nbsp;&nbsp;&nbsp;Southern Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;8349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791235 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale (Italy) | &nbsp;&nbsp;&nbsp;17031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172839 |
| &nbsp;&nbsp;&nbsp;Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226949 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8470920 |
| **Electrical Equipment — 0.3%** | **Electrical Equipment — 0.3%** | **Electrical Equipment — 0.3%** |
| &nbsp;&nbsp;&nbsp;ABB Ltd. (Switzerland) | &nbsp;&nbsp;&nbsp;19440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406743 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;3872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449096 |
| &nbsp;&nbsp;&nbsp;Fuji Electric Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167584 |
| &nbsp;&nbsp;&nbsp;Fujikura Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293451 |
| &nbsp;&nbsp;&nbsp;GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291290 |
| &nbsp;&nbsp;&nbsp;Legrand SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;4252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706517 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric Corp. (Japan) | &nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274816 |
| &nbsp;&nbsp;&nbsp;NIDEC Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87097 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC(a) | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769392 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA (Italy) | &nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114947 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419436 |
| &nbsp;&nbsp;&nbsp;Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600662 |
| &nbsp;&nbsp;&nbsp;Siemens Energy AG (Germany)\* | &nbsp;&nbsp;&nbsp;&nbsp;4580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538512 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Electrical Equipment (cont'd.)** | **Electrical Equipment (cont'd.)** | **Electrical Equipment (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co. (Class A Stock) | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$196118 |
| &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S (Denmark) | &nbsp;&nbsp;&nbsp;4501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85624 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8401285 |
| **Electronic Equipment, Instruments & Components — 0.1%** | **Electronic Equipment, Instruments & Components — 0.1%** | **Electronic Equipment, Instruments & Components — 0.1%** |
| &nbsp;&nbsp;&nbsp;Amphenol Corp. (Class A Stock) | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519750 |
| &nbsp;&nbsp;&nbsp;Corning, Inc. | &nbsp;&nbsp;&nbsp;8101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664525 |
| &nbsp;&nbsp;&nbsp;Halma PLC (United Kingdom) | 11303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526163 |
| &nbsp;&nbsp;&nbsp;Keyence Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186281 |
| &nbsp;&nbsp;&nbsp;Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155406 |
| &nbsp;&nbsp;&nbsp;TDK Corp. (Japan) | &nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112950 |
| &nbsp;&nbsp;&nbsp;Vontier Corp. | 12100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507837 |
| &nbsp;&nbsp;&nbsp;Yokogawa Electric Corp. (Japan) | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60267 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445740 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178919 |
| **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co.(a) | 21222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033936 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116858 |
| &nbsp;&nbsp;&nbsp;Tenaris SA | &nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33865 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184659 |
| **Entertainment — 0.2%** | **Entertainment — 0.2%** | **Entertainment — 0.2%** |
| &nbsp;&nbsp;&nbsp;Netflix, Inc.\* | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397840 |
| &nbsp;&nbsp;&nbsp;Nintendo Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372033 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124668 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA\* | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418800 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103344 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co. (The) | 21300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438850 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery, Inc.\* | 14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283185 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6138720 |
| **Financial Services — 0.4%** | **Financial Services — 0.4%** | **Financial Services — 0.4%** |
| &nbsp;&nbsp;&nbsp;Banca Mediolanum SpA (Italy) | &nbsp;&nbsp;&nbsp;8023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161140 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Inc. (Class B Stock)\* | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519180 |
| &nbsp;&nbsp;&nbsp;Edenred SE (France) | &nbsp;&nbsp;&nbsp;4598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109500 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services, Inc. | 13646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899817 |
| &nbsp;&nbsp;&nbsp;Global Payments, Inc. | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149544 |
| &nbsp;&nbsp;&nbsp;Industrivarden AB (Sweden) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28763 |
| &nbsp;&nbsp;&nbsp;Investor AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;1755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54939 |
| &nbsp;&nbsp;&nbsp;M&G PLC (United Kingdom) | 63152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215368 |
| &nbsp;&nbsp;&nbsp;Mastercard, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;7100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4038551 |
| &nbsp;&nbsp;&nbsp;ORIX Corp. (Japan) | 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419936 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings, Inc.\* | 12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838250 |
| &nbsp;&nbsp;&nbsp;Visa, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1877590 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12312578 |
| **Food Products — 0.1%** | **Food Products — 0.1%** | **Food Products — 0.1%** |
| &nbsp;&nbsp;&nbsp;Ajinomoto Co., Inc. (Japan) | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143346 |
| &nbsp;&nbsp;&nbsp;Associated British Foods PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;2814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77755 |
| &nbsp;&nbsp;&nbsp;Conagra Brands, Inc. | 27400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501694 |
| &nbsp;&nbsp;&nbsp;Danone SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25879 |

---

A4

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Food Products (cont'd.)** | **Food Products (cont'd.)** | **Food Products (cont'd.)** |
| &nbsp;&nbsp;&nbsp;General Mills, Inc. | &nbsp;&nbsp;&nbsp;10600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$534452 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155862 |
| &nbsp;&nbsp;&nbsp;Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329697 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;10990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686545 |
| &nbsp;&nbsp;&nbsp;Nestle SA | &nbsp;&nbsp;&nbsp;17433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600964 |
| &nbsp;&nbsp;&nbsp;Post Holdings, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118228 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd. (Hong Kong), 144A | 285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308641 |
| &nbsp;&nbsp;&nbsp;Yamazaki Baking Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;9600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213723 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4696786 |
| **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** |
| &nbsp;&nbsp;&nbsp;Osaka Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150611 |
| &nbsp;&nbsp;&nbsp;Snam SpA (Italy) | &nbsp;&nbsp;&nbsp;32546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195414 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145790 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491815 |
| **Ground Transportation — 0.1%** | **Ground Transportation — 0.1%** | **Ground Transportation — 0.1%** |
| &nbsp;&nbsp;&nbsp;Central Japan Railway Co. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37271 |
| &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170448 |
| &nbsp;&nbsp;&nbsp;Grab Holdings Ltd. (Singapore) (Class A Stock)\* | &nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116788 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359591 |
| &nbsp;&nbsp;&nbsp;Uber Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077670 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977471 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3739239 |
| **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;4568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611838 |
| &nbsp;&nbsp;&nbsp;Becton, Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165833 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283127 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109134 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;5773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448966 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220861 |
| &nbsp;&nbsp;&nbsp;Fisher & Paykel Healthcare Corp. Ltd. (New Zealand) | &nbsp;&nbsp;&nbsp;11744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252232 |
| &nbsp;&nbsp;&nbsp;Getinge AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120912 |
| &nbsp;&nbsp;&nbsp;Hoya Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649871 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories, Inc.\*(a) | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086113 |
| &nbsp;&nbsp;&nbsp;Insulet Corp.\* | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493968 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1252244 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC | &nbsp;&nbsp;&nbsp;13953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328884 |
| &nbsp;&nbsp;&nbsp;Siemens Healthineers AG (Germany), 144A | &nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67979 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;26577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482036 |
| &nbsp;&nbsp;&nbsp;STERIS PLC | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;767064 |
| &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516799 |
| &nbsp;&nbsp;&nbsp;Terumo Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92380 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8950241 |
| **Health Care Providers & Services — 0.2%** | **Health Care Providers & Services — 0.2%** | **Health Care Providers & Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Cencora, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139389 |
| &nbsp;&nbsp;&nbsp;Centene Corp.\* | &nbsp;&nbsp;&nbsp;26600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949088 |
| &nbsp;&nbsp;&nbsp;Cigna Group (The) | &nbsp;&nbsp;&nbsp;&nbsp;5046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1454510 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728192 |
| &nbsp;&nbsp;&nbsp;Elevance Health, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96936 |

---

---

| | | |
|:---|:---|:---|
| **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;Encompass Health Corp. | &nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$482676 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG (Germany) | &nbsp;&nbsp;&nbsp;6565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346879 |
| &nbsp;&nbsp;&nbsp;Fresenius SE & Co. KGaA (Germany) | &nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129766 |
| &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618032 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119684 |
| &nbsp;&nbsp;&nbsp;Sonic Healthcare Ltd. (Australia) | 20767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294141 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp.\* | &nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588816 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;2681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925749 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6873858 |
| **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** | **Health Care REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties, Inc. | 23100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442365 |
| &nbsp;&nbsp;&nbsp;Ventas, Inc. | &nbsp;&nbsp;&nbsp;3213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224878 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667243 |
| **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** |
| &nbsp;&nbsp;&nbsp;Pro Medicus Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81438 |
| **Hotels, Restaurants & Leisure — 0.3%** | **Hotels, Restaurants & Leisure — 0.3%** | **Hotels, Restaurants & Leisure — 0.3%** |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA (Spain) | &nbsp;&nbsp;&nbsp;2079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165259 |
| &nbsp;&nbsp;&nbsp;Aramark | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122880 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd. (Australia) | &nbsp;&nbsp;&nbsp;4359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201793 |
| &nbsp;&nbsp;&nbsp;Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1727767 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Inc.\* | &nbsp;&nbsp;&nbsp;9093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356355 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC (United Kingdom) | 16777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571857 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152288 |
| &nbsp;&nbsp;&nbsp;DoorDash, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407985 |
| &nbsp;&nbsp;&nbsp;DraftKings, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153340 |
| &nbsp;&nbsp;&nbsp;Entain PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;7892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93272 |
| &nbsp;&nbsp;&nbsp;Evolution AB (Sweden), 144A | &nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63801 |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd. (Macau) | 64000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351895 |
| &nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25270 |
| &nbsp;&nbsp;&nbsp;Lottery Corp. Ltd. (The) (Australia) | 23100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89701 |
| &nbsp;&nbsp;&nbsp;Marriott International, Inc. (Class A Stock)(a) | &nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307319 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;5817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1767728 |
| &nbsp;&nbsp;&nbsp;Oriental Land Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125180 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420654 |
| &nbsp;&nbsp;&nbsp;Sodexo SA (France) | &nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100635 |
| &nbsp;&nbsp;&nbsp;Viking Holdings Ltd.\* | 12300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764568 |
| &nbsp;&nbsp;&nbsp;Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;5508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837216 |
| &nbsp;&nbsp;&nbsp;Zensho Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104524 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8911287 |
| **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** |
| &nbsp;&nbsp;&nbsp;Cairn Homes PLC (Ireland) | 78921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177904 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221598 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings Corp. (Japan) | 36200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392918 |
| &nbsp;&nbsp;&nbsp;PulteGroup, Inc. | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237834 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp. (Japan) | 47400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362594 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392848 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | 14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127154 |
| &nbsp;&nbsp;&nbsp;Essity AB (Sweden) (Class B Stock) | 11956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312519 |

---

A5

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **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;Henkel AG & Co. KGaA (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$47134 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. (The) | &nbsp;&nbsp;&nbsp;7903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214296 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443532 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144635 |
| **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;5664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251927 |
| **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** |
| &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310515 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings Ltd. (United Kingdom) | 35000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229950 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd. (Japan) | 24300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643782 |
| &nbsp;&nbsp;&nbsp;Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;3124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657602 |
| &nbsp;&nbsp;&nbsp;Sekisui Chemical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50265 |
| &nbsp;&nbsp;&nbsp;Siemens AG (Germany) | &nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1827751 |
| &nbsp;&nbsp;&nbsp;Swire Pacific Ltd. (Hong Kong) (Class A Stock) | 10500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88960 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3808825 |
| **Industrial REITs — 0.1%** | **Industrial REITs — 0.1%** | **Industrial REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;Goodman Group (Australia) | &nbsp;&nbsp;&nbsp;7884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170855 |
| &nbsp;&nbsp;&nbsp;Prologis, Inc. | 13881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589652 |
| &nbsp;&nbsp;&nbsp;Segro PLC (United Kingdom) | 21626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191088 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951595 |
| **Insurance — 0.5%** | **Insurance — 0.5%** | **Insurance — 0.5%** |
| &nbsp;&nbsp;&nbsp;Admiral Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;4430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199940 |
| &nbsp;&nbsp;&nbsp;Aegon Ltd. (Netherlands) | 34855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281001 |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd. (Hong Kong) | 40800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391026 |
| &nbsp;&nbsp;&nbsp;Allianz SE (Germany) | &nbsp;&nbsp;&nbsp;1792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753942 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729810 |
| &nbsp;&nbsp;&nbsp;American International Group, Inc. | 13400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052436 |
| &nbsp;&nbsp;&nbsp;Arthur J. Gallagher & Co.(a) | &nbsp;&nbsp;&nbsp;3362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041346 |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV (Netherlands) | &nbsp;&nbsp;&nbsp;9524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648102 |
| &nbsp;&nbsp;&nbsp;Aviva PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;6732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62276 |
| &nbsp;&nbsp;&nbsp;AXA SA (France) | 30735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473897 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;5408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526408 |
| &nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47984 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314776 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., Inc. | &nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846426 |
| &nbsp;&nbsp;&nbsp;MetLife, Inc. | 13700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128469 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40763 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Germany) | &nbsp;&nbsp;&nbsp;1261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805116 |
| &nbsp;&nbsp;&nbsp;NN Group NV (Netherlands) | &nbsp;&nbsp;&nbsp;6847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482833 |
| &nbsp;&nbsp;&nbsp;Phoenix Financial Ltd. (Israel) | &nbsp;&nbsp;&nbsp;3468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129856 |
| &nbsp;&nbsp;&nbsp;Phoenix Group Holdings PLC (United Kingdom) | 32906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285527 |
| &nbsp;&nbsp;&nbsp;Poste Italiane SpA (Italy), 144A | 10326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245460 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. (The) | &nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621820 |
| &nbsp;&nbsp;&nbsp;Prudential PLC (Hong Kong) | 37197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520748 |
| &nbsp;&nbsp;&nbsp;QBE Insurance Group Ltd. (Australia) | 50993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693926 |
| &nbsp;&nbsp;&nbsp;Sampo OYJ (Finland) (Class A Stock) | 10439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120017 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102021 |

---

---

| | | |
|:---|:---|:---|
| **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;Sony Financial Group, Inc. (Japan)\* | 47400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$52565 |
| &nbsp;&nbsp;&nbsp;Swiss Re AG | &nbsp;&nbsp;&nbsp;2136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396713 |
| &nbsp;&nbsp;&nbsp;Talanx AG (Germany) | &nbsp;&nbsp;&nbsp;3427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456913 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173525 |
| &nbsp;&nbsp;&nbsp;Travelers Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450103 |
| &nbsp;&nbsp;&nbsp;Unipol Assicurazioni SpA (Italy) | 19695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423395 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108892 |
| &nbsp;&nbsp;&nbsp;Zurich Insurance Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418148 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17026180 |
| **Interactive Media & Services — 0.7%** | **Interactive Media & Services — 0.7%** | **Interactive Media & Services — 0.7%** |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class A Stock) | 32936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8006742 |
| &nbsp;&nbsp;&nbsp;Alphabet, Inc. (Class C Stock) | 21800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309390 |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC\*(x) | 17132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175603 |
| &nbsp;&nbsp;&nbsp;LY Corp. (Japan) | 10400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33384 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Inc. (Class A Stock) | 12107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8891139 |
| &nbsp;&nbsp;&nbsp;REA Group Ltd. (Australia) | &nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144813 |
| &nbsp;&nbsp;&nbsp;Scout24 SE (Germany), 144A | &nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250162 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22811233 |
| **IT Services — 0.2%** | **IT Services — 0.2%** | **IT Services — 0.2%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC (Ireland) (Class A Stock) | &nbsp;&nbsp;&nbsp;1657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408616 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies, Inc.\* | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98488 |
| &nbsp;&nbsp;&nbsp;Capgemini SE (France) | &nbsp;&nbsp;&nbsp;2862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417501 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp. (Class A Stock) | 14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959101 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd. (Japan) | 11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269771 |
| &nbsp;&nbsp;&nbsp;Gartner, Inc.\* | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946332 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;1962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553598 |
| &nbsp;&nbsp;&nbsp;NEC Corp. (Japan) | 13100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419319 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute Ltd. (Japan) | &nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80623 |
| &nbsp;&nbsp;&nbsp;Obic Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163811 |
| &nbsp;&nbsp;&nbsp;Otsuka Corp. (Japan) | 18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379911 |
| &nbsp;&nbsp;&nbsp;Snowflake, Inc.\* | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676650 |
| &nbsp;&nbsp;&nbsp;TIS, Inc. (Japan) | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131941 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505662 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings, Inc. (Japan) | &nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106469 |
| &nbsp;&nbsp;&nbsp;Shimano, Inc. (Japan) | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111758 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218227 |
| **Life Sciences Tools & Services — 0.1%** | **Life Sciences Tools & Services — 0.1%** | **Life Sciences Tools & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110256 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE (Luxembourg) | &nbsp;&nbsp;&nbsp;&nbsp;962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70155 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438627 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV | &nbsp;&nbsp;&nbsp;4776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213026 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533522 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209864 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575450 |
| **Machinery — 0.3%** | **Machinery — 0.3%** | **Machinery — 0.3%** |
| &nbsp;&nbsp;&nbsp;Alfa Laval AB (Sweden) | &nbsp;&nbsp;&nbsp;3492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159463 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797872 |
| &nbsp;&nbsp;&nbsp;Alstom SA (France)\* | 15584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407778 |

---

A6

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **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 B Stock) | &nbsp;&nbsp;&nbsp;9591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$144320 |
| &nbsp;&nbsp;&nbsp;Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286290 |
| &nbsp;&nbsp;&nbsp;Crane Co. | &nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570834 |
| &nbsp;&nbsp;&nbsp;Daifuku Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297637 |
| &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406532 |
| &nbsp;&nbsp;&nbsp;Dover Corp. | &nbsp;&nbsp;&nbsp;3209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535358 |
| &nbsp;&nbsp;&nbsp;Epiroc AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44383 |
| &nbsp;&nbsp;&nbsp;FANUC Corp. (Japan) | &nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63221 |
| &nbsp;&nbsp;&nbsp;GEA Group AG (Germany) | &nbsp;&nbsp;&nbsp;1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123836 |
| &nbsp;&nbsp;&nbsp;Komatsu Ltd. (Japan) | &nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170702 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353745 |
| &nbsp;&nbsp;&nbsp;Makita Corp. (Japan) | &nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51858 |
| &nbsp;&nbsp;&nbsp;MINEBEA MITSUMI, Inc. (Japan) | 15800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296894 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd. (Japan) | 18100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473661 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556482 |
| &nbsp;&nbsp;&nbsp;Sandvik AB (Sweden) | 10618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296618 |
| &nbsp;&nbsp;&nbsp;Schindler Holding AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52106 |
| &nbsp;&nbsp;&nbsp;SMC Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123637 |
| &nbsp;&nbsp;&nbsp;Volvo AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;2207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63468 |
| &nbsp;&nbsp;&nbsp;Wartsila OYJ Abp (Finland) | 13653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409517 |
| &nbsp;&nbsp;&nbsp;Xylem, Inc. | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221250 |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd. (China) | 70500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184447 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9091909 |
| **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (Denmark) (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33347 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S (Denmark) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62905 |
| &nbsp;&nbsp;&nbsp;Kawasaki Kisen Kaisha Ltd. (Japan) | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142189 |
| &nbsp;&nbsp;&nbsp;Kirby Corp.\* | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125175 |
| &nbsp;&nbsp;&nbsp;Mitsui OSK Lines Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39467 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK (Japan) | &nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235463 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co. Ltd. (China) | 62000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238696 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877242 |
| **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** |
| &nbsp;&nbsp;&nbsp;Comcast Corp. (Class A Stock) | 47923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505741 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA (France) | &nbsp;&nbsp;&nbsp;2418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232692 |
| &nbsp;&nbsp;&nbsp;WPP PLC (United Kingdom) | 47893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238733 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977166 |
| **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** | **Metals & Mining — 0.2%** |
| &nbsp;&nbsp;&nbsp;Anglo American PLC (South Africa) | &nbsp;&nbsp;&nbsp;2844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107240 |
| &nbsp;&nbsp;&nbsp;Antofagasta PLC (Chile) | &nbsp;&nbsp;&nbsp;2548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94760 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA (Luxembourg) | &nbsp;&nbsp;&nbsp;8119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292900 |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd. (Australia) | 31604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882865 |
| &nbsp;&nbsp;&nbsp;BlueScope Steel Ltd. (Australia) | 14083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211539 |
| &nbsp;&nbsp;&nbsp;Boliden AB (Sweden)\* | &nbsp;&nbsp;&nbsp;3336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136170 |
| &nbsp;&nbsp;&nbsp;Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368310 |
| &nbsp;&nbsp;&nbsp;Evolution Mining Ltd. (Australia) | 22556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160791 |
| &nbsp;&nbsp;&nbsp;Fortescue Ltd. (Australia) | 19311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239156 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan, Inc. | 19400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760868 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Metals & Mining (cont'd.)** | **Metals & Mining (cont'd.)** | **Metals & Mining (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Fresnillo PLC (Mexico) | 11360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$362370 |
| &nbsp;&nbsp;&nbsp;Glencore PLC (Australia)\* | 67676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311690 |
| &nbsp;&nbsp;&nbsp;Newmont Corp. | &nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387826 |
| &nbsp;&nbsp;&nbsp;Nippon Steel Corp. (Japan) | 34500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142097 |
| &nbsp;&nbsp;&nbsp;Norsk Hydro ASA (Norway) | 22329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151818 |
| &nbsp;&nbsp;&nbsp;Northern Star Resources Ltd. (Australia) | &nbsp;&nbsp;&nbsp;2958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46190 |
| &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311489 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Ltd. (Australia) | &nbsp;&nbsp;&nbsp;2284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184235 |
| &nbsp;&nbsp;&nbsp;Rio Tinto PLC (Australia) | &nbsp;&nbsp;&nbsp;5541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365165 |
| &nbsp;&nbsp;&nbsp;South32 Ltd. (Australia) | 15081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27338 |
| &nbsp;&nbsp;&nbsp;Valterra Platinum Ltd. (South Africa) | &nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23237 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5568054 |
| **Multi-Utilities — 0.1%** | **Multi-Utilities — 0.1%** | **Multi-Utilities — 0.1%** |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281826 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;3584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262564 |
| &nbsp;&nbsp;&nbsp;Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;4375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267619 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777865 |
| &nbsp;&nbsp;&nbsp;E.ON SE (Germany) | 39369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741533 |
| &nbsp;&nbsp;&nbsp;Engie SA (France) | 17807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382789 |
| &nbsp;&nbsp;&nbsp;National Grid PLC (United Kingdom) | 10177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146230 |
| &nbsp;&nbsp;&nbsp;NiSource, Inc. | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433000 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp;1506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125691 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA (France) | &nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60531 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3479648 |
| **Oil, Gas & Consumable Fuels — 0.4%** | **Oil, Gas & Consumable Fuels — 0.4%** | **Oil, Gas & Consumable Fuels — 0.4%** |
| &nbsp;&nbsp;&nbsp;BP PLC | 49923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286640 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy, Inc. (Canada) | 21987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373322 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117490 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | 11869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1843137 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 20322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922258 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings, Inc. (Japan) | 39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246995 |
| &nbsp;&nbsp;&nbsp;EOG Resources, Inc.(a) | &nbsp;&nbsp;&nbsp;9141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024889 |
| &nbsp;&nbsp;&nbsp;Equinor ASA (Norway) | &nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228474 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | 24100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2717275 |
| &nbsp;&nbsp;&nbsp;Galp Energia SGPS SA (Portugal) | &nbsp;&nbsp;&nbsp;5997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113642 |
| &nbsp;&nbsp;&nbsp;Idemitsu Kosan Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24630 |
| &nbsp;&nbsp;&nbsp;Inpex Corp. (Japan) | 27000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486153 |
| &nbsp;&nbsp;&nbsp;LUKOIL PJSC (Russia)\*^ | &nbsp;&nbsp;&nbsp;3042 | &nbsp;&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;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366206 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408060 |
| &nbsp;&nbsp;&nbsp;Repsol SA (Spain) | &nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59126 |
| &nbsp;&nbsp;&nbsp;Shell PLC | 57429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046829 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE (France) | 14344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873673 |
| &nbsp;&nbsp;&nbsp;Williams Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582820 |
| &nbsp;&nbsp;&nbsp;Woodside Energy Group Ltd. (Australia) | 14091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212788 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13934407 |
| **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG (Germany) | &nbsp;&nbsp;&nbsp;3696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31369 |
| &nbsp;&nbsp;&nbsp;International Consolidated Airlines Group SA (United Kingdom) | 84528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442373 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. (Australia) | 84899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613463 |

---

A7

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Passenger Airlines (cont'd.)** | **Passenger Airlines (cont'd.)** | **Passenger Airlines (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Ryanair Holdings PLC (Italy) | 12963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$378810 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1466015 |
| **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** |
| &nbsp;&nbsp;&nbsp;Kao Corp. (Japan) | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78446 |
| &nbsp;&nbsp;&nbsp;L'Oreal SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331514 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) (XLON) | 13760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813335 |
| &nbsp;&nbsp;&nbsp;Unilever PLC (United Kingdom) (XAMS) | &nbsp;&nbsp;&nbsp;6217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369267 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592562 |
| **Pharmaceuticals — 0.6%** | **Pharmaceuticals — 0.6%** | **Pharmaceuticals — 0.6%** |
| &nbsp;&nbsp;&nbsp;Astellas Pharma, Inc. (Japan) | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61040 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;8849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355677 |
| &nbsp;&nbsp;&nbsp;Bayer AG (Germany) | &nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213063 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | 21305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960855 |
| &nbsp;&nbsp;&nbsp;Chugai Pharmaceutical Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57635 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33750 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;4255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3246565 |
| &nbsp;&nbsp;&nbsp;Galderma Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487969 |
| &nbsp;&nbsp;&nbsp;GSK PLC | 20240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434593 |
| &nbsp;&nbsp;&nbsp;Hikma Pharmaceuticals PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;1394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32001 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;8970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663217 |
| &nbsp;&nbsp;&nbsp;Merck & Co., Inc. | 19663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650316 |
| &nbsp;&nbsp;&nbsp;Novartis AG | 15607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006723 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S (Denmark) (Class B Stock) | 20857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1161353 |
| &nbsp;&nbsp;&nbsp;Orion OYJ (Finland) (Class B Stock) | &nbsp;&nbsp;&nbsp;3448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264715 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399981 |
| &nbsp;&nbsp;&nbsp;Perrigo Co. PLC | &nbsp;&nbsp;&nbsp;5600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124712 |
| &nbsp;&nbsp;&nbsp;Pfizer, Inc. | 51200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304576 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;4877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623961 |
| &nbsp;&nbsp;&nbsp;Sandoz Group AG (Switzerland) | &nbsp;&nbsp;&nbsp;3216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191811 |
| &nbsp;&nbsp;&nbsp;Sanofi SA | 11665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104604 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. (Japan) | 16200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475800 |
| &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Industries Ltd. (Israel), ADR\* | &nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32320 |
| &nbsp;&nbsp;&nbsp;UCB SA (Belgium) | &nbsp;&nbsp;&nbsp;&nbsp;877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244801 |
| &nbsp;&nbsp;&nbsp;Zoetis, Inc. | &nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278008 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19410046 |
| **Professional Services — 0.1%** | **Professional Services — 0.1%** | **Professional Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing, Inc.(a) | &nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675050 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC\* | 80200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307166 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd. (Australia) | &nbsp;&nbsp;&nbsp;8855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212749 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp. | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267670 |
| &nbsp;&nbsp;&nbsp;Experian PLC | &nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81368 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359664 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219820 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424734 |
| &nbsp;&nbsp;&nbsp;RELX PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;3537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168994 |
| &nbsp;&nbsp;&nbsp;Teleperformance SE (France) | &nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122124 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2839339 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **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;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$283608 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76794 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150843 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417592 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Estate Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158589 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;22500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244937 |
| &nbsp;&nbsp;&nbsp;Sumitomo Realty & Development Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83808 |
| &nbsp;&nbsp;&nbsp;Swiss Prime Site AG (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79571 |
| &nbsp;&nbsp;&nbsp;Vonovia SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;4274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133570 |
| &nbsp;&nbsp;&nbsp;Zillow Group, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133992 |
| &nbsp;&nbsp;&nbsp;Zillow Group, Inc. (Class C Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169510 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1932814 |
| **Residential REITs — 0.0%** | **Residential REITs — 0.0%** | **Residential REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93108 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395086 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488194 |
| **Retail REITs — 0.0%** | **Retail REITs — 0.0%** | **Retail REITs — 0.0%** |
| &nbsp;&nbsp;&nbsp;Klepierre SA (France) | &nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77377 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218844 |
| &nbsp;&nbsp;&nbsp;Scentre Group (Australia) | 100387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270781 |
| &nbsp;&nbsp;&nbsp;Vicinity Ltd. (Australia) | 118794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197913 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764915 |
| **Semiconductors & Semiconductor Equipment — 1.4%** | **Semiconductors & Semiconductor Equipment — 1.4%** | **Semiconductors & Semiconductor Equipment — 1.4%** |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420654 |
| &nbsp;&nbsp;&nbsp;Advantest Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504608 |
| &nbsp;&nbsp;&nbsp;Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814003 |
| &nbsp;&nbsp;&nbsp;Applied Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81896 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) (XAMS) | &nbsp;&nbsp;&nbsp;&nbsp;2252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196121 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV (Netherlands) (XNGS) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323342 |
| &nbsp;&nbsp;&nbsp;Astera Labs, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606980 |
| &nbsp;&nbsp;&nbsp;Broadcom, Inc. | &nbsp;&nbsp;&nbsp;25667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8467800 |
| &nbsp;&nbsp;&nbsp;Disco Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188124 |
| &nbsp;&nbsp;&nbsp;Infineon Technologies AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;9758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382808 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;13943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1866968 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41042 |
| &nbsp;&nbsp;&nbsp;Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77064 |
| &nbsp;&nbsp;&nbsp;Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987188 |
| &nbsp;&nbsp;&nbsp;Nova Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133241 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 126695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23638753 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV (Netherlands)(a) | &nbsp;&nbsp;&nbsp;&nbsp;4986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135462 |
| &nbsp;&nbsp;&nbsp;QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349356 |
| &nbsp;&nbsp;&nbsp;Renesas Electronics Corp. (Japan) | &nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268071 |
| &nbsp;&nbsp;&nbsp;SCREEN Holdings Co. Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72490 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;8275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233892 |
| &nbsp;&nbsp;&nbsp;Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261516 |
| &nbsp;&nbsp;&nbsp;Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295254 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443167 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44789800 |

---

A8

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Software — 1.2%** | **Software — 1.2%** | **Software — 1.2%** |
| &nbsp;&nbsp;&nbsp;Adobe, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1305175 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149664 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223580 |
| &nbsp;&nbsp;&nbsp;Autodesk, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667107 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334788 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186219 |
| &nbsp;&nbsp;&nbsp;Elastic NV\* | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346409 |
| &nbsp;&nbsp;&nbsp;Gen Digital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187374 |
| &nbsp;&nbsp;&nbsp;Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283188 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;42065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21787567 |
| &nbsp;&nbsp;&nbsp;Monday.com Ltd.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96845 |
| &nbsp;&nbsp;&nbsp;Nice Ltd. (Israel)\* | &nbsp;&nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189193 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438351 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112314 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1696506 |
| &nbsp;&nbsp;&nbsp;Salesforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853200 |
| &nbsp;&nbsp;&nbsp;SAP SE (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295993 |
| &nbsp;&nbsp;&nbsp;ServiceNow, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1901298 |
| &nbsp;&nbsp;&nbsp;Trend Micro, Inc. (Japan) | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224404 |
| &nbsp;&nbsp;&nbsp;Zoom Communications, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;9100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750750 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38029925 |
| **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486377 |
| &nbsp;&nbsp;&nbsp;Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733324 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235981 |
| &nbsp;&nbsp;&nbsp;Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391620 |
| &nbsp;&nbsp;&nbsp;Iron Mountain, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112134 |
| &nbsp;&nbsp;&nbsp;Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953205 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2912641 |
| **Specialty Retail — 0.3%** | **Specialty Retail — 0.3%** | **Specialty Retail — 0.3%** |
| &nbsp;&nbsp;&nbsp;AutoZone, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128707 |
| &nbsp;&nbsp;&nbsp;Avolta AG (Switzerland)\* | &nbsp;&nbsp;&nbsp;&nbsp;4221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230482 |
| &nbsp;&nbsp;&nbsp;Carvana Co.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188620 |
| &nbsp;&nbsp;&nbsp;Five Below, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417690 |
| &nbsp;&nbsp;&nbsp;H & M Hennes & Mauritz AB (Sweden) (Class B Stock) | &nbsp;&nbsp;&nbsp;&nbsp;4454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83262 |
| &nbsp;&nbsp;&nbsp;Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;4348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761766 |
| &nbsp;&nbsp;&nbsp;JD Sports Fashion PLC (United Kingdom) | 152338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196112 |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC (United Kingdom) | 110900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461984 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos., Inc.(a) | &nbsp;&nbsp;&nbsp;11621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2920474 |
| &nbsp;&nbsp;&nbsp;TJX Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;12725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839271 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218700 |
| &nbsp;&nbsp;&nbsp;Valvoline, Inc.\* | &nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280098 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8727166 |
| **Technology Hardware, Storage & Peripherals — 0.6%** | **Technology Hardware, Storage & Peripherals — 0.6%** | **Technology Hardware, Storage & Peripherals — 0.6%** |
| &nbsp;&nbsp;&nbsp;Apple, Inc. | &nbsp;&nbsp;&nbsp;76835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19564496 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;13086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321392 |
| &nbsp;&nbsp;&nbsp;Logitech International SA (Switzerland) | &nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145418 |
| &nbsp;&nbsp;&nbsp;Pure Storage, Inc. (Class A Stock)\* | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419050 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270997 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Technology Hardware, Storage & Peripherals (cont'd.)** | **Technology Hardware, Storage & Peripherals (cont'd.)** | **Technology Hardware, Storage & Peripherals (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$240120 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20961473 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| &nbsp;&nbsp;&nbsp;adidas AG (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158487 |
| &nbsp;&nbsp;&nbsp;Asics Corp. (Japan) | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575685 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA (Switzerland) (Class A Stock) | &nbsp;&nbsp;&nbsp;1579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303115 |
| &nbsp;&nbsp;&nbsp;Hermes International SCA (France) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115575 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE (France) | &nbsp;&nbsp;&nbsp;1433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881841 |
| &nbsp;&nbsp;&nbsp;NIKE, Inc. (Class B Stock) | &nbsp;&nbsp;&nbsp;2716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189387 |
| &nbsp;&nbsp;&nbsp;On Holding AG (Switzerland) (Class A Stock)\* | &nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186340 |
| &nbsp;&nbsp;&nbsp;Pandora A/S (Denmark) | &nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139246 |
| &nbsp;&nbsp;&nbsp;Tapestry, Inc. | &nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724608 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274284 |
| **Tobacco — 0.1%** | **Tobacco — 0.1%** | **Tobacco — 0.1%** |
| &nbsp;&nbsp;&nbsp;Altria Group, Inc. | 21600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426896 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC (United Kingdom) | 14366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764089 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC (United Kingdom) | 17580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746824 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco, Inc. (Japan) | 15600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511634 |
| &nbsp;&nbsp;&nbsp;Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;5796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940111 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389554 |
| **Trading Companies & Distributors — 0.2%** | **Trading Companies & Distributors — 0.2%** | **Trading Companies & Distributors — 0.2%** |
| &nbsp;&nbsp;&nbsp;AerCap Holdings NV (Ireland) | &nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278300 |
| &nbsp;&nbsp;&nbsp;Ashtead Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130099 |
| &nbsp;&nbsp;&nbsp;Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223015 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp. (Japan) | 11300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642952 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp. (Japan) | 10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254513 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp. (Japan) | 46700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113300 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co. Ltd. (Japan) | 19300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479243 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co., Inc. (Class A Stock) | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82926 |
| &nbsp;&nbsp;&nbsp;Sumitomo Corp. (Japan) | 15700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454248 |
| &nbsp;&nbsp;&nbsp;Toyota Tsusho Corp. (Japan) | &nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262982 |
| &nbsp;&nbsp;&nbsp;United Rentals, Inc.(a) | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139380 |
| &nbsp;&nbsp;&nbsp;W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190592 |
| &nbsp;&nbsp;&nbsp;WESCO International, Inc. | &nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867150 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5118700 |
| **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** | **Transportation Infrastructure — 0.0%** |
| &nbsp;&nbsp;&nbsp;Aena SME SA (Spain), 144A | &nbsp;&nbsp;&nbsp;6732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184048 |
| **Water Utilities — 0.0%** | **Water Utilities — 0.0%** | **Water Utilities — 0.0%** |
| &nbsp;&nbsp;&nbsp;United Utilities Group PLC (United Kingdom) | 15059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232642 |
| **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** |
| &nbsp;&nbsp;&nbsp;KDDI Corp. (Japan) | 12900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205736 |
| &nbsp;&nbsp;&nbsp;SoftBank Group Corp. (Japan) | &nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794937 |
| &nbsp;&nbsp;&nbsp;Tele2 AB (Sweden) (Class B Stock) | 18478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315209 |
| &nbsp;&nbsp;&nbsp;T-Mobile US, Inc. | &nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646326 |

---

A9

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | &nbsp;&nbsp;**Value** |
| **Common Stocks (continued)** | **Common Stocks (continued)** | **Common Stocks (continued)** |
| **Wireless Telecommunication Services (cont'd.)** | **Wireless Telecommunication Services (cont'd.)** | **Wireless Telecommunication Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC (United Kingdom) | &nbsp;&nbsp;&nbsp;380471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$442451 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2404659 |
| **Total Common Stocks<br>(cost $372,061,793)<br>** | **Total Common Stocks<br>(cost $372,061,793)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471251454 |
| **Preferred Stocks — 0.0%** | **Preferred Stocks — 0.0%** | **Preferred Stocks — 0.0%** |
| **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;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31018 |
| **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;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205347 |
| **Total Preferred Stocks<br>(cost $231,931)<br>** | **Total Preferred Stocks<br>(cost $231,931)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236365 |
| **Unaffiliated Exchange-Traded Funds — 14.0%** | **Unaffiliated Exchange-Traded Funds — 14.0%** | **Unaffiliated Exchange-Traded Funds — 14.0%** |
| &nbsp;&nbsp;&nbsp;Dimensional Core Fixed Income ETF | &nbsp;&nbsp;&nbsp;829445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35467068 |
| &nbsp;&nbsp;&nbsp;Dimensional International Core Equity Market ETF | &nbsp;&nbsp;&nbsp;652572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23720992 |
| &nbsp;&nbsp;&nbsp;Dimensional US Equity Market ETF | 2769418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200616640 |
| &nbsp;&nbsp;&nbsp;Health Care Select Sector SPDR Fund | &nbsp;&nbsp;&nbsp;&nbsp;77088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10728337 |
| &nbsp;&nbsp;&nbsp;iShares Core MSCI EAFE ETF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567602 |
| &nbsp;&nbsp;&nbsp;iShares Core S&P 500 ETF | &nbsp;&nbsp;&nbsp;103517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69283928 |
| &nbsp;&nbsp;&nbsp;iShares Gold Trust\* | &nbsp;&nbsp;&nbsp;188850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13742615 |
| &nbsp;&nbsp;&nbsp;iShares JP Morgan USD Emerging Markets Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;31596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007623 |
| &nbsp;&nbsp;&nbsp;iShares MSCI EAFE ETF(a) | &nbsp;&nbsp;&nbsp;&nbsp;38346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580366 |
| &nbsp;&nbsp;&nbsp;iShares Russell 1000 Growth ETF | &nbsp;&nbsp;&nbsp;&nbsp;64026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29990419 |
| &nbsp;&nbsp;&nbsp;iShares Russell 1000 Value ETF | &nbsp;&nbsp;&nbsp;208022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42351199 |
| &nbsp;&nbsp;&nbsp;Vanguard Dividend Appreciation ETF | &nbsp;&nbsp;&nbsp;&nbsp;75769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16350193 |
| &nbsp;&nbsp;&nbsp;Vanguard Intermediate-Term Corporate Bond ETF(a) | &nbsp;&nbsp;&nbsp;&nbsp;16222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364432 |
| &nbsp;&nbsp;&nbsp;Vanguard Short-Term Corporate Bond ETF | &nbsp;&nbsp;&nbsp;&nbsp;21524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1720413 |
| **Total Unaffiliated Exchange-Traded Funds<br>(cost $420,416,102)<br>** | **Total Unaffiliated Exchange-Traded Funds<br>(cost $420,416,102)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452491827 |

---

---

| | |
|:---|:---|
| **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) | 32045 |
| &nbsp;&nbsp;&nbsp;(cost $0) |  |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |
| **Asset-Backed Securities — 9.6%** | **Asset-Backed Securities — 9.6%** | **Asset-Backed Securities — 9.6%** | **Asset-Backed Securities — 9.6%** |
| **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** |
| Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, | Avis Budget Rental Car Funding AESOP LLC, |
| &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-03A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;300 | 309296 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| 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;151 | &nbsp;&nbsp;$152198 |
| 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;493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487098 |
| Ford Auto Securitization Trust (Canada), | Ford Auto Securitization Trust (Canada), | Ford Auto Securitization Trust (Canada), | Ford Auto Securitization Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Series 2021-AA, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2021-AA, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2021-AA, Class C, 144A | &nbsp;&nbsp;&nbsp;Series 2021-AA, Class C, 144A |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359003 |
| Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, | Ford Credit Auto Owner Trust, |
| &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A | &nbsp;&nbsp;&nbsp;Series 2023-02, Class D, 144A |
| &nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207985 |
| 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401873 |
| OneMain Direct Auto Receivables Trust, | OneMain Direct Auto Receivables Trust, | OneMain Direct Auto Receivables Trust, | OneMain Direct Auto Receivables Trust, |
| &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2019-01A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;3.630% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29213 |
| 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;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101633 |
| &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;82 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82457 |
| World Omni Select Auto Trust, | World Omni Select Auto Trust, | World Omni Select Auto Trust, | World Omni Select Auto Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-A, Class D | &nbsp;&nbsp;&nbsp;Series 2021-A, Class D |
| &nbsp;&nbsp;&nbsp;1.440% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299570 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2430326 |
| **Collateralized Loan Obligations — 9.4%** | **Collateralized Loan Obligations — 9.4%** | **Collateralized Loan Obligations — 9.4%** | **Collateralized Loan Obligations — 9.4%** |
| AGL CLO Ltd. (Cayman Islands), | AGL CLO Ltd. (Cayman Islands), | AGL CLO Ltd. (Cayman Islands), | AGL CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2022-19A, Class A1R, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 2022-19A, Class A1R, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 2022-19A, Class A1R, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) | &nbsp;&nbsp;&nbsp;Series 2022-19A, Class A1R, 144A, 3 Month SOFR + 1.300% (Cap N/A, Floor 1.300%) |
| &nbsp;&nbsp;&nbsp;5.620%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/38 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253791 |
| AGL Core CLO Ltd. (Cayman Islands), | AGL Core CLO Ltd. (Cayman Islands), | AGL Core CLO Ltd. (Cayman Islands), | AGL Core CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2020-08A, Class A1R2, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) | &nbsp;&nbsp;&nbsp;Series 2020-08A, Class A1R2, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) | &nbsp;&nbsp;&nbsp;Series 2020-08A, Class A1R2, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) | &nbsp;&nbsp;&nbsp;Series 2020-08A, Class A1R2, 144A, 3 Month SOFR + 1.330% (Cap N/A, Floor 1.330%) |
| &nbsp;&nbsp;&nbsp;5.655%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 | &nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255148 |
| 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;5.862%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/37 | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6038863 |
| &nbsp;&nbsp;&nbsp;Series 2022-24A, Class A1R, 144A, 3 Month SOFR + 1.430% (Cap N/A, Floor 1.430%) | &nbsp;&nbsp;&nbsp;Series 2022-24A, Class A1R, 144A, 3 Month SOFR + 1.430% (Cap N/A, Floor 1.430%) | &nbsp;&nbsp;&nbsp;Series 2022-24A, Class A1R, 144A, 3 Month SOFR + 1.430% (Cap N/A, Floor 1.430%) | &nbsp;&nbsp;&nbsp;Series 2022-24A, Class A1R, 144A, 3 Month SOFR + 1.430% (Cap N/A, Floor 1.430%) |
| &nbsp;&nbsp;&nbsp;5.748%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/37 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004497 |
| Anchorage Capital Europe CLO DAC (Ireland), | Anchorage Capital Europe CLO DAC (Ireland), | Anchorage Capital Europe CLO DAC (Ireland), | Anchorage Capital Europe CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 04A, Class A, 144A, 3 Month EURIBOR + 0.870% (Cap N/A, Floor 0.870%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A, 144A, 3 Month EURIBOR + 0.870% (Cap N/A, Floor 0.870%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A, 144A, 3 Month EURIBOR + 0.870% (Cap N/A, Floor 0.870%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A, 144A, 3 Month EURIBOR + 0.870% (Cap N/A, Floor 0.870%) |
| &nbsp;&nbsp;&nbsp;2.809%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/34 | &nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2769436 |
| 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;2.796%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;4816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5649247 |
| &nbsp;&nbsp;&nbsp;Series 20A, Class A, 144A, 3 Month EURIBOR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 20A, Class A, 144A, 3 Month EURIBOR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 20A, Class A, 144A, 3 Month EURIBOR + 1.270% (Cap N/A, Floor 1.270%) | &nbsp;&nbsp;&nbsp;Series 20A, 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;10/15/38 | &nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10305941 |

---

A10

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.)** |
| Ares Loan Funding Ltd. (Cayman Islands), | Ares Loan Funding Ltd. (Cayman Islands), | Ares Loan Funding Ltd. (Cayman Islands), | Ares Loan Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2025-ALF9A, Class A1, 144A, 3 Month SOFR + 1.180% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2025-ALF9A, Class A1, 144A, 3 Month SOFR + 1.180% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2025-ALF9A, Class A1, 144A, 3 Month SOFR + 1.180% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2025-ALF9A, Class A1, 144A, 3 Month SOFR + 1.180% (Cap N/A, Floor 1.180%) |
| &nbsp;&nbsp;&nbsp;5.459%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/38 | &nbsp;&nbsp;&nbsp;4050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4054172 |
| Atlas Senior Loan Fund Ltd. (United Kingdom), | Atlas Senior Loan Fund Ltd. (United Kingdom), | Atlas Senior Loan Fund Ltd. (United Kingdom), | Atlas Senior Loan Fund Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-23A, Class B, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2024-23A, Class B, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2024-23A, Class B, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2024-23A, Class B, 144A, 3 Month SOFR + 2.000% (Cap N/A, Floor 2.000%) |
| &nbsp;&nbsp;&nbsp;6.325%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10033598 |
| 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;3.334%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294017 |
| Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), | Bain Capital Credit CLO Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2022-04A, Class A1R, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2022-04A, Class A1R, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2022-04A, Class A1R, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 2022-04A, Class A1R, 144A, 3 Month SOFR + 1.380% (Cap N/A, Floor 1.380%) |
| &nbsp;&nbsp;&nbsp;5.698%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/16/37 | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504098 |
| Battalion CLO Ltd. (Cayman Islands), | Battalion CLO Ltd. (Cayman Islands), | Battalion CLO Ltd. (Cayman Islands), | Battalion CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2021-21A, Class AR, 144A, 3 Month SOFR + 1.150% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2021-21A, Class AR, 144A, 3 Month SOFR + 1.150% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2021-21A, Class AR, 144A, 3 Month SOFR + 1.150% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2021-21A, Class AR, 144A, 3 Month SOFR + 1.150% (Cap N/A, Floor 1.150%) |
| &nbsp;&nbsp;&nbsp;5.468%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/34 | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000985 |
| BlueMountain CLO Ltd. (Cayman Islands), | BlueMountain CLO Ltd. (Cayman Islands), | BlueMountain CLO Ltd. (Cayman Islands), | BlueMountain CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2021-31A, Class A1, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2021-31A, Class A1, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2021-31A, Class A1, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2021-31A, Class A1, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) |
| &nbsp;&nbsp;&nbsp;5.737%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/19/34 | &nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251897 |
| BNPP AM Euro CLO DAC (Ireland), | BNPP AM Euro CLO DAC (Ireland), | BNPP AM Euro CLO DAC (Ireland), | BNPP AM Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class AR, 144A, 3 Month EURIBOR + 0.600% (Cap N/A, Floor 0.600%) |
| &nbsp;&nbsp;&nbsp;2.626%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;&nbsp;2854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3328229 |
| Carlyle Euro CLO DAC (Ireland), | Carlyle Euro CLO DAC (Ireland), | Carlyle Euro CLO DAC (Ireland), | Carlyle Euro CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2021-02A, Class A1, 144A, 3 Month EURIBOR + 0.990% (Cap N/A, Floor 0.990%) | &nbsp;&nbsp;&nbsp;Series 2021-02A, Class A1, 144A, 3 Month EURIBOR + 0.990% (Cap N/A, Floor 0.990%) | &nbsp;&nbsp;&nbsp;Series 2021-02A, Class A1, 144A, 3 Month EURIBOR + 0.990% (Cap N/A, Floor 0.990%) | &nbsp;&nbsp;&nbsp;Series 2021-02A, Class A1, 144A, 3 Month EURIBOR + 0.990% (Cap N/A, Floor 0.990%) |
| &nbsp;&nbsp;&nbsp;3.016%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;12235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14333335 |
| CBAM Ltd. (Cayman Islands), | CBAM Ltd. (Cayman Islands), | CBAM Ltd. (Cayman Islands), | CBAM Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-11RA, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2019-11RA, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2019-11RA, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2019-11RA, Class A1, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) |
| &nbsp;&nbsp;&nbsp;5.767%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/35 | &nbsp;&nbsp;&nbsp;1780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1783371 |
| &nbsp;&nbsp;&nbsp;Series 2020-12A, Class AR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2020-12A, Class AR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2020-12A, Class AR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) | &nbsp;&nbsp;&nbsp;Series 2020-12A, Class AR, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.442%) |
| &nbsp;&nbsp;&nbsp;5.767%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 | &nbsp;&nbsp;&nbsp;3432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3437717 |
| Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), | Contego CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 05A, Class AR, 144A, 3 Month EURIBOR + 1.200% (Cap N/A, Floor 1.200%) |
| &nbsp;&nbsp;&nbsp;3.226%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9504964 |
| 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;6.208%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/25/37 | &nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7271093 |
| 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 14A, Class A1R, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 14A, Class A1R, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 14A, Class A1R, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 14A, Class A1R, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) |
| &nbsp;&nbsp;&nbsp;2.884%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968296 |
| &nbsp;&nbsp;&nbsp;Series 15A, Class AR, 144A, 3 Month EURIBOR + 0.890% (Cap N/A, Floor 0.890%) | &nbsp;&nbsp;&nbsp;Series 15A, Class AR, 144A, 3 Month EURIBOR + 0.890% (Cap N/A, Floor 0.890%) | &nbsp;&nbsp;&nbsp;Series 15A, Class AR, 144A, 3 Month EURIBOR + 0.890% (Cap N/A, Floor 0.890%) | &nbsp;&nbsp;&nbsp;Series 15A, Class AR, 144A, 3 Month EURIBOR + 0.890% (Cap N/A, Floor 0.890%) |
| &nbsp;&nbsp;&nbsp;2.916%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/26/32 | &nbsp;&nbsp;&nbsp;7653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8976343 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| 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;5.675%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/37 | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1505756 |
| &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;5.852%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/17/37 | &nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13052715 |
| Empower CLO Ltd. (Cayman Islands), | Empower CLO Ltd. (Cayman Islands), | Empower CLO Ltd. (Cayman Islands), | Empower CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) | &nbsp;&nbsp;&nbsp;Series 2025-01A, Class A, 144A, 3 Month SOFR + 1.310% (Cap N/A, Floor 1.310%) |
| &nbsp;&nbsp;&nbsp;5.637%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/38 | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002881 |
| Generate CLO Ltd. (Cayman Islands), | Generate CLO Ltd. (Cayman Islands), | Generate CLO Ltd. (Cayman Islands), | Generate CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 08A, Class BR2, 144A, 3 Month SOFR + 1.750% (Cap N/A, Floor 1.750%) | &nbsp;&nbsp;&nbsp;Series 08A, Class BR2, 144A, 3 Month SOFR + 1.750% (Cap N/A, Floor 1.750%) | &nbsp;&nbsp;&nbsp;Series 08A, Class BR2, 144A, 3 Month SOFR + 1.750% (Cap N/A, Floor 1.750%) | &nbsp;&nbsp;&nbsp;Series 08A, Class BR2, 144A, 3 Month SOFR + 1.750% (Cap N/A, Floor 1.750%) |
| &nbsp;&nbsp;&nbsp;6.075%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/38 | &nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6780511 |
| 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;5.718%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;2859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2862844 |
| &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.440% (Cap N/A, Floor 1.440%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.440% (Cap N/A, Floor 1.440%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.440% (Cap N/A, Floor 1.440%) | &nbsp;&nbsp;&nbsp;Series 2018-02A, Class A1, 144A, 3 Month SOFR + 1.440% (Cap N/A, Floor 1.440%) |
| &nbsp;&nbsp;&nbsp;5.765%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627109 |
| Grosvenor Place CLO DAC (Ireland), | Grosvenor Place CLO DAC (Ireland), | Grosvenor Place CLO DAC (Ireland), | Grosvenor Place CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) | &nbsp;&nbsp;&nbsp;Series 2022-01A, Class AR, 144A, 3 Month EURIBOR + 1.600% (Cap N/A, Floor 1.600%) |
| &nbsp;&nbsp;&nbsp;3.626%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/24/38 | &nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8812930 |
| 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;3.274%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/38 | &nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398799 |
| 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 2018-01A, Class A1, 144A, 3 Month SOFR + 1.322% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1, 144A, 3 Month SOFR + 1.322% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1, 144A, 3 Month SOFR + 1.322% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A1, 144A, 3 Month SOFR + 1.322% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.647%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93393 |
| Indigo Credit Management DAC (Ireland), | Indigo Credit Management DAC (Ireland), | Indigo Credit Management DAC (Ireland), | Indigo Credit Management DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.780% (Cap N/A, Floor 1.780%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.780% (Cap N/A, Floor 1.780%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.780% (Cap N/A, Floor 1.780%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.780% (Cap N/A, Floor 1.780%) |
| &nbsp;&nbsp;&nbsp;3.806%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/37 | &nbsp;&nbsp;&nbsp;3550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4173825 |
| 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;2.676%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2832583 |
| &nbsp;&nbsp;&nbsp;Series 09A, Class AR, 144A, 3 Month EURIBOR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 09A, Class AR, 144A, 3 Month EURIBOR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 09A, Class AR, 144A, 3 Month EURIBOR + 1.380% (Cap N/A, Floor 1.380%) | &nbsp;&nbsp;&nbsp;Series 09A, Class AR, 144A, 3 Month EURIBOR + 1.380% (Cap N/A, Floor 1.380%) |
| &nbsp;&nbsp;&nbsp;3.404%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/38 | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1764085 |
| 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 2018-28A, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2018-28A, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2018-28A, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2018-28A, Class BR, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;6.018%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7018409 |
| &nbsp;&nbsp;&nbsp;Series 2019-34A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | &nbsp;&nbsp;&nbsp;Series 2019-34A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | &nbsp;&nbsp;&nbsp;Series 2019-34A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) | &nbsp;&nbsp;&nbsp;Series 2019-34A, Class A1RR, 144A, 3 Month SOFR + 1.370% (Cap N/A, Floor 1.370%) |
| &nbsp;&nbsp;&nbsp;5.688%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/16/37 | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504488 |
| Marathon CLO Ltd. (Cayman Islands), | Marathon CLO Ltd. (Cayman Islands), | Marathon CLO Ltd. (Cayman Islands), | Marathon CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2021-16A, Class A1AR, 144A, 3 Month SOFR + 1.110% (Cap N/A, Floor 1.110%) | &nbsp;&nbsp;&nbsp;Series 2021-16A, Class A1AR, 144A, 3 Month SOFR + 1.110% (Cap N/A, Floor 1.110%) | &nbsp;&nbsp;&nbsp;Series 2021-16A, Class A1AR, 144A, 3 Month SOFR + 1.110% (Cap N/A, Floor 1.110%) | &nbsp;&nbsp;&nbsp;Series 2021-16A, Class A1AR, 144A, 3 Month SOFR + 1.110% (Cap N/A, Floor 1.110%) |
| &nbsp;&nbsp;&nbsp;5.428%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000541 |

---

A11

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.)** |
| Monument CLO DAC (Ireland), | Monument CLO DAC (Ireland), | Monument CLO DAC (Ireland), | Monument CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) | &nbsp;&nbsp;&nbsp;Series 01A, Class A, 144A, 3 Month EURIBOR + 1.590% (Cap N/A, Floor 1.590%) |
| &nbsp;&nbsp;&nbsp;3.626%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/37 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$14129265 |
| 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;5.582%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679172 |
| &nbsp;&nbsp;&nbsp;Series 2015-09A, Class A1R, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2015-09A, Class A1R, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2015-09A, Class A1R, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2015-09A, Class A1R, 144A, 3 Month SOFR + 1.382% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;5.699%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333622 |
| 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 A1, 144A, 3 Month EURIBOR + 1.490% (Cap N/A, Floor 1.490%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1, 144A, 3 Month EURIBOR + 1.490% (Cap N/A, Floor 1.490%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1, 144A, 3 Month EURIBOR + 1.490% (Cap N/A, Floor 1.490%) | &nbsp;&nbsp;&nbsp;Series 04A, Class A1, 144A, 3 Month EURIBOR + 1.490% (Cap N/A, Floor 1.490%) |
| &nbsp;&nbsp;&nbsp;3.514%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/38 | &nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10579855 |
| 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;6.425%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/37 | &nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5018500 |
| Ocean Trails CLO Ltd. (United Kingdom), | Ocean Trails CLO Ltd. (United Kingdom), | Ocean Trails CLO Ltd. (United Kingdom), | Ocean Trails CLO Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2024-15A, Class A, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-15A, Class A, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-15A, Class A, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2024-15A, Class A, 144A, 3 Month SOFR + 1.700% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;6.018%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/37 | &nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4011212 |
| Octagon Alto Ltd. (Cayman Islands), | Octagon Alto Ltd. (Cayman Islands), | Octagon Alto Ltd. (Cayman Islands), | Octagon Alto Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 0 | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 0 | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 0 | &nbsp;&nbsp;&nbsp;Series 2023-01A, Class A1R, 144A, 0 |
| &nbsp;&nbsp;&nbsp;0.000%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/36 | &nbsp;&nbsp;&nbsp;7250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7250000 |
| OHA Credit Partners Ltd. (Cayman Islands), | OHA Credit Partners Ltd. (Cayman Islands), | OHA Credit Partners Ltd. (Cayman Islands), | OHA Credit Partners Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2024-17A, Class A, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2024-17A, Class A, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2024-17A, Class A, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) | &nbsp;&nbsp;&nbsp;Series 2024-17A, Class A, 144A, 3 Month SOFR + 1.320% (Cap N/A, Floor 1.320%) |
| &nbsp;&nbsp;&nbsp;5.649%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/38 | &nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506007 |
| OZLM Ltd. (Cayman Islands), | OZLM Ltd. (Cayman Islands), | OZLM Ltd. (Cayman Islands), | OZLM Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-18A, Class A, 144A, 3 Month SOFR + 1.282% (Cap N/A, Floor 1.020%) | &nbsp;&nbsp;&nbsp;Series 2018-18A, Class A, 144A, 3 Month SOFR + 1.282% (Cap N/A, Floor 1.020%) | &nbsp;&nbsp;&nbsp;Series 2018-18A, Class A, 144A, 3 Month SOFR + 1.282% (Cap N/A, Floor 1.020%) | &nbsp;&nbsp;&nbsp;Series 2018-18A, Class A, 144A, 3 Month SOFR + 1.282% (Cap N/A, Floor 1.020%) |
| &nbsp;&nbsp;&nbsp;5.599%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273245 |
| 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;3.367%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/38 | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8228533 |
| &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;3.749%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/39 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9383008 |
| &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;3.376%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293818 |
| 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;6.437%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807435 |
| Park Avenue Institutional Advisers CLO Ltd. (Cayman Islands), | Park Avenue Institutional Advisers CLO Ltd. (Cayman Islands), | Park Avenue Institutional Advisers CLO Ltd. (Cayman Islands), | Park Avenue Institutional Advisers CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1R, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1R, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1R, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) | &nbsp;&nbsp;&nbsp;Series 2019-02A, Class A1R, 144A, 3 Month SOFR + 1.442% (Cap N/A, Floor 1.180%) |
| &nbsp;&nbsp;&nbsp;5.759%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7517328 |
| PPM CLO Ltd. (Cayman Islands), | PPM CLO Ltd. (Cayman Islands), | PPM CLO Ltd. (Cayman Islands), | PPM CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) | &nbsp;&nbsp;&nbsp;Series 2018-01A, Class A, 144A, 3 Month SOFR + 1.412% (Cap N/A, Floor 1.150%) |
| &nbsp;&nbsp;&nbsp;5.729%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401665 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), | Regatta Funding Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2017-01A, Class A1R, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class A1R, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class A1R, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 2017-01A, Class A1R, 144A, 3 Month SOFR + 1.550% (Cap N/A, Floor 1.550%) |
| &nbsp;&nbsp;&nbsp;5.872%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/17/37 | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12547402 |
| 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;3.529%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294006 |
| Silver Rock CLO (Cayman Islands), | Silver Rock CLO (Cayman Islands), | Silver Rock CLO (Cayman Islands), | Silver Rock CLO (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2023-03A, Class B, 144A, 3 Month SOFR + 2.750% (Cap N/A, Floor 2.750%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class B, 144A, 3 Month SOFR + 2.750% (Cap N/A, Floor 2.750%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class B, 144A, 3 Month SOFR + 2.750% (Cap N/A, Floor 2.750%) | &nbsp;&nbsp;&nbsp;Series 2023-03A, Class B, 144A, 3 Month SOFR + 2.750% (Cap N/A, Floor 2.750%) |
| &nbsp;&nbsp;&nbsp;7.075%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/36 | &nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6030899 |
| Sona Fios CLO DAC (Ireland), | Sona Fios CLO DAC (Ireland), | Sona Fios CLO DAC (Ireland), | Sona Fios CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 02A, Class A1, 144A, 3 Month EURIBOR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 02A, Class A1, 144A, 3 Month EURIBOR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 02A, Class A1, 144A, 3 Month EURIBOR + 1.550% (Cap N/A, Floor 1.550%) | &nbsp;&nbsp;&nbsp;Series 02A, Class A1, 144A, 3 Month EURIBOR + 1.550% (Cap N/A, Floor 1.550%) |
| &nbsp;&nbsp;&nbsp;3.586%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/37 | &nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2354535 |
| Sound Point CLO Ltd. (Cayman Islands), | Sound Point CLO Ltd. (Cayman Islands), | Sound Point CLO Ltd. (Cayman Islands), | Sound Point CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1R, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.332%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1R, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.332%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1R, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.332%) | &nbsp;&nbsp;&nbsp;Series 2013-01A, Class A1R, 144A, 3 Month SOFR + 1.332% (Cap N/A, Floor 1.332%) |
| &nbsp;&nbsp;&nbsp;5.645%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229929 |
| St. Pauls CLO (Netherlands), | St. Pauls CLO (Netherlands), | St. Pauls CLO (Netherlands), | St. Pauls CLO (Netherlands), |
| &nbsp;&nbsp;&nbsp;Series 11A, Class AR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 11A, Class AR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 11A, Class AR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) | &nbsp;&nbsp;&nbsp;Series 11A, Class AR, 144A, 3 Month EURIBOR + 0.850% (Cap N/A, Floor 0.850%) |
| &nbsp;&nbsp;&nbsp;2.892%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/32 | &nbsp;&nbsp;&nbsp;4383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5136920 |
| St. Paul's CLO DAC (Ireland), | St. Paul's CLO DAC (Ireland), | St. Paul's CLO DAC (Ireland), | St. Paul's CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 04A, Class ARR1, 144A, 3 Month EURIBOR + 0.830% (Cap N/A, Floor 0.830%) | &nbsp;&nbsp;&nbsp;Series 04A, Class ARR1, 144A, 3 Month EURIBOR + 0.830% (Cap N/A, Floor 0.830%) | &nbsp;&nbsp;&nbsp;Series 04A, Class ARR1, 144A, 3 Month EURIBOR + 0.830% (Cap N/A, Floor 0.830%) | &nbsp;&nbsp;&nbsp;Series 04A, Class ARR1, 144A, 3 Month EURIBOR + 0.830% (Cap N/A, Floor 0.830%) |
| &nbsp;&nbsp;&nbsp;2.769%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079936 |
| Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), | Symphony CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) | &nbsp;&nbsp;&nbsp;Series 2018-19A, Class A, 144A, 3 Month SOFR + 1.222% (Cap N/A, Floor 0.960%) |
| &nbsp;&nbsp;&nbsp;5.539%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208958 |
| 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;3.512%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/38 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9425624 |
| Tikehau US CLO Ltd. (Bermuda), | Tikehau US CLO Ltd. (Bermuda), | Tikehau US CLO Ltd. (Bermuda), | Tikehau US CLO Ltd. (Bermuda), |
| &nbsp;&nbsp;&nbsp;Series 2022-02A, Class A1R, 144A, 3 Month SOFR + 1.870% (Cap N/A, Floor 1.870%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class A1R, 144A, 3 Month SOFR + 1.870% (Cap N/A, Floor 1.870%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class A1R, 144A, 3 Month SOFR + 1.870% (Cap N/A, Floor 1.870%) | &nbsp;&nbsp;&nbsp;Series 2022-02A, Class A1R, 144A, 3 Month SOFR + 1.870% (Cap N/A, Floor 1.870%) |
| &nbsp;&nbsp;&nbsp;6.195%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/36 | &nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907884 |
| Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), | Toro European CLO DAC (Ireland), |
| &nbsp;&nbsp;&nbsp;Series 02A, Class B1RR, 144A, 3 Month EURIBOR + 1.850% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 02A, Class B1RR, 144A, 3 Month EURIBOR + 1.850% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 02A, Class B1RR, 144A, 3 Month EURIBOR + 1.850% (Cap N/A, Floor 1.850%) | &nbsp;&nbsp;&nbsp;Series 02A, Class B1RR, 144A, 3 Month EURIBOR + 1.850% (Cap N/A, Floor 1.850%) |
| &nbsp;&nbsp;&nbsp;3.789%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/34 | &nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5354345 |
| &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;3.676%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9409399 |
| 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;5.515%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/20/37 | &nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7013574 |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A, 3 Month SOFR + 1.360% (Cap N/A, Floor 1.360%) |
| &nbsp;&nbsp;&nbsp;5.614%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/38 | &nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6778368 |

---

A12

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.)** |
| Wellfleet CLO Ltd. (Cayman Islands), | Wellfleet CLO Ltd. (Cayman Islands), | Wellfleet CLO Ltd. (Cayman Islands), | Wellfleet CLO Ltd. (Cayman Islands), |
| &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1AR, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1AR, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1AR, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) | &nbsp;&nbsp;&nbsp;Series 2020-01A, Class A1AR, 144A, 3 Month SOFR + 1.200% (Cap N/A, Floor 1.200%) |
| &nbsp;&nbsp;&nbsp;5.518%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/33 | &nbsp;&nbsp;10837 | &nbsp;&nbsp;$10836784 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304471135 |
| **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;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178339 |
| 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;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242002 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332189 |
| 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;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282455 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827205 |
| &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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209321 |
| &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;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103349 |
| &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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206579 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2381439 |
| **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;5.153%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677695 |
| **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;4.912%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18998 |
| 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;5.772%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/43 | &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;&nbsp;&nbsp;&nbsp;9930 |
| 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;4.912%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17538 |
| RCKT Mortgage Trust, | RCKT Mortgage Trust, | RCKT Mortgage Trust, | RCKT Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A | &nbsp;&nbsp;&nbsp;Series 2024-CES06, Class A1A, 144A |
| &nbsp;&nbsp;&nbsp;5.344%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387014 |
| 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;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63009 |
| &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;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193129 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689618 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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)** |
| **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** | **Other — 0.0%** |
| Progress Residential Trust, | Progress Residential Trust, | Progress Residential Trust, | Progress Residential Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-SFR03, Class A, 144A |
| &nbsp;&nbsp;&nbsp;3.390% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;$265236 |
| Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, | Sierra Timeshare Receivables Funding LLC, |
| &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A | &nbsp;&nbsp;&nbsp;Series 2025-02A, Class A, 144A |
| &nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89583 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354819 |
| **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;4.872%(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;4597 |
| 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;3.581%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11141 |
| 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;5.322%(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;109 |
| 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;6.117%(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;9860 |
| 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;3.971%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41088 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66795 |
| **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;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43621 |
| 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;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80891 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124512 |
| **Total Asset-Backed Securities<br>(cost $301,250,708)<br>** | **Total Asset-Backed Securities<br>(cost $301,250,708)<br>** | **Total Asset-Backed Securities<br>(cost $301,250,708)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311196339 |
| **Commercial Mortgage-Backed Securities — 0.9%** | **Commercial Mortgage-Backed Securities — 0.9%** | **Commercial Mortgage-Backed Securities — 0.9%** | **Commercial Mortgage-Backed Securities — 0.9%** |
| 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;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104026 |
| BANK5, | BANK5, | BANK5, | BANK5, |
| &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;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876002 |
| &nbsp;&nbsp;&nbsp;Series 2024-05YR8, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR8, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR8, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05YR8, Class A3 |
| &nbsp;&nbsp;&nbsp;5.884% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839619 |
| &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;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318092 |
| &nbsp;&nbsp;&nbsp;Series 2025-5YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5YR15, Class A3 | &nbsp;&nbsp;&nbsp;Series 2025-5YR15, Class A3 |
| &nbsp;&nbsp;&nbsp;5.452% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/58 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181899 |

---

A13

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| 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;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$309464 |
| &nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 |
| &nbsp;&nbsp;&nbsp;5.208% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410632 |
| &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;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828058 |
| &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;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1617965 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, | Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V09, Class A3 |
| &nbsp;&nbsp;&nbsp;5.602% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498558 |
| &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-V10, Class A3 |
| &nbsp;&nbsp;&nbsp;5.277% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669092 |
| &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;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467877 |
| 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;5.700%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401671 |
| BMO Mortgage Trust, | BMO Mortgage Trust, | BMO Mortgage Trust, | BMO Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-05C5, Class A3 |
| &nbsp;&nbsp;&nbsp;5.857% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392660 |
| &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;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978593 |
| &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;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2200056 |
| BPR Trust, | BPR Trust, | BPR Trust, | BPR Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-TY, Class C, 144A, 1 Month SOFR + 1.814% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2021-TY, Class C, 144A, 1 Month SOFR + 1.814% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2021-TY, Class C, 144A, 1 Month SOFR + 1.814% (Cap N/A, Floor 1.700%) | &nbsp;&nbsp;&nbsp;Series 2021-TY, Class C, 144A, 1 Month SOFR + 1.814% (Cap N/A, Floor 1.700%) |
| &nbsp;&nbsp;&nbsp;5.965%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299258 |
| &nbsp;&nbsp;&nbsp;Series 2021-TY, Class D, 144A, 1 Month SOFR + 2.464% (Cap N/A, Floor 2.350%) | &nbsp;&nbsp;&nbsp;Series 2021-TY, Class D, 144A, 1 Month SOFR + 2.464% (Cap N/A, Floor 2.350%) | &nbsp;&nbsp;&nbsp;Series 2021-TY, Class D, 144A, 1 Month SOFR + 2.464% (Cap N/A, Floor 2.350%) | &nbsp;&nbsp;&nbsp;Series 2021-TY, Class D, 144A, 1 Month SOFR + 2.464% (Cap N/A, Floor 2.350%) |
| &nbsp;&nbsp;&nbsp;6.615%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598516 |
| 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;4.661%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/41 CAD | &nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348804 |
| 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;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425245 |
| 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;5.775%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199104 |
| 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;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333240 |
| 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;5.091%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/10/40 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455090 |
| 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;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352344 |
| &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;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321376 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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)** |
| 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;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$301382 |
| &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;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353114 |
| Commercial Mortgage Trust, | Commercial Mortgage Trust, | Commercial Mortgage Trust, | Commercial Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2018-COR03, Class A2 | &nbsp;&nbsp;&nbsp;Series 2018-COR03, Class A2 | &nbsp;&nbsp;&nbsp;Series 2018-COR03, Class A2 | &nbsp;&nbsp;&nbsp;Series 2018-COR03, Class A2 |
| &nbsp;&nbsp;&nbsp;3.961% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543411 |
| 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;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114219 |
| 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;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278668 |
| &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;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262874 |
| &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;136539 |
| 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;301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298434 |
| 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 K052, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K052, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K052, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K052, Class X1, IO |
| &nbsp;&nbsp;&nbsp;0.825%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/25 | &nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 |
| &nbsp;&nbsp;&nbsp;Series K055, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K055, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K055, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K055, Class X1, IO |
| &nbsp;&nbsp;&nbsp;1.469%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/26 | &nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10602 |
| &nbsp;&nbsp;&nbsp;Series K097, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K097, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K097, Class X1, IO | &nbsp;&nbsp;&nbsp;Series K097, Class X1, IO |
| &nbsp;&nbsp;&nbsp;1.212%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/29 | &nbsp;&nbsp;&nbsp;1497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52021 |
| &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;0.827%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/31 | &nbsp;&nbsp;15014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537036 |
| &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;1.382%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| &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;0.644%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152 |
| GS Mortgage Securities Corp. Trust, | GS Mortgage Securities Corp. Trust, | GS Mortgage Securities Corp. Trust, | GS Mortgage Securities Corp. Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-IP, Class D, 144A, 1 Month SOFR + 2.214% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2021-IP, Class D, 144A, 1 Month SOFR + 2.214% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2021-IP, Class D, 144A, 1 Month SOFR + 2.214% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2021-IP, Class D, 144A, 1 Month SOFR + 2.214% (Cap N/A, Floor 2.100%) |
| &nbsp;&nbsp;&nbsp;6.365%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358217 |
| &nbsp;&nbsp;&nbsp;Series 2021-IP, Class E, 144A, 1 Month SOFR + 3.664% (Cap N/A, Floor 3.550%) | &nbsp;&nbsp;&nbsp;Series 2021-IP, Class E, 144A, 1 Month SOFR + 3.664% (Cap N/A, Floor 3.550%) | &nbsp;&nbsp;&nbsp;Series 2021-IP, Class E, 144A, 1 Month SOFR + 3.664% (Cap N/A, Floor 3.550%) | &nbsp;&nbsp;&nbsp;Series 2021-IP, Class E, 144A, 1 Month SOFR + 3.664% (Cap N/A, Floor 3.550%) |
| &nbsp;&nbsp;&nbsp;7.815%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552410 |
| 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;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61023 |
| 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;179592 |
| ONE Mortgage Trust, | ONE Mortgage Trust, | ONE Mortgage Trust, | ONE Mortgage Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-PARK, Class D, 144A, 1 Month SOFR + 1.614% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2021-PARK, Class D, 144A, 1 Month SOFR + 1.614% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2021-PARK, Class D, 144A, 1 Month SOFR + 1.614% (Cap N/A, Floor 1.500%) | &nbsp;&nbsp;&nbsp;Series 2021-PARK, Class D, 144A, 1 Month SOFR + 1.614% (Cap N/A, Floor 1.500%) |
| &nbsp;&nbsp;&nbsp;5.764%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141419 |
| Taurus DAC (United Kingdom), | Taurus DAC (United Kingdom), | Taurus DAC (United Kingdom), | Taurus DAC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Series 2021-UK04A, Class D, 144A, SONIA + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2021-UK04A, Class D, 144A, SONIA + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2021-UK04A, Class D, 144A, SONIA + 2.100% (Cap N/A, Floor 2.100%) | &nbsp;&nbsp;&nbsp;Series 2021-UK04A, Class D, 144A, SONIA + 2.100% (Cap N/A, Floor 2.100%) |
| &nbsp;&nbsp;&nbsp;6.086%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638112 |

---

A14

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| 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;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$429502 |
| &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;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359229 |
| 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;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314511 |
| &nbsp;&nbsp;&nbsp;Series 2019-C49, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C49, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C49, Class A3 | &nbsp;&nbsp;&nbsp;Series 2019-C49, Class A3 |
| &nbsp;&nbsp;&nbsp;3.749% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325951 |
| &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;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225795 |
| &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 | &nbsp;&nbsp;&nbsp;Series 2024-5C1, Class A3 |
| &nbsp;&nbsp;&nbsp;5.928% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943312 |
| &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;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1829783 |
| **Total Commercial Mortgage-Backed Securities<br>(cost $27,973,582)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $27,973,582)<br>** | **Total Commercial Mortgage-Backed Securities<br>(cost $27,973,582)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27677502 |
| **Corporate Bonds — 6.9%** | **Corporate Bonds — 6.9%** | **Corporate Bonds — 6.9%** | **Corporate Bonds — 6.9%** |
| **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), | Boeing Co. (The), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785322 |
| 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;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875534 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112929 |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46854 |
| &nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282606 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103245 |
| **Agriculture — 0.0%** | **Agriculture — 0.0%** | **Agriculture — 0.0%** | **Agriculture — 0.0%** |
| British American Tobacco PLC (United Kingdom), | British American Tobacco PLC (United Kingdom), | British American Tobacco PLC (United Kingdom), | British American Tobacco PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series 5.25 | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series 5.25 | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series 5.25 | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series 5.25 |
| &nbsp;&nbsp;&nbsp;3.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584272 |
| JBS USA LUX Sarl/JBS USA Food Co./JBS USA Foods Group, | JBS USA LUX Sarl/JBS USA Food Co./JBS USA Foods Group, | JBS USA LUX Sarl/JBS USA Food Co./JBS USA Foods Group, | JBS USA LUX Sarl/JBS USA Food Co./JBS USA Foods Group, |
| &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;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105087 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689359 |
| **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** |
| 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;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19988 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/29(a) | &nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667494 |
| 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;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501840 |
| 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;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838539 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027861 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** |
| Levi Strauss & Co., | Levi Strauss & Co., | Levi Strauss & Co., | Levi Strauss & Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$185788 |
| **Auto Manufacturers — 0.2%** | **Auto Manufacturers — 0.2%** | **Auto Manufacturers — 0.2%** | **Auto Manufacturers — 0.2%** |
| American Honda Finance Corp., | American Honda Finance Corp., | American Honda Finance Corp., | American Honda Finance Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353106 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/27/31 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825361 |
| 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;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567682 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9568 |
| Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, | Ford Motor Credit Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650501 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199716 |
| &nbsp;&nbsp;&nbsp;5.730% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/05/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201666 |
| &nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318977 |
| &nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597048 |
| &nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213752 |
| &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;4.066% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353282 |
| General Motors Financial Co., Inc., | General Motors Financial Co., Inc., | General Motors Financial Co., Inc., | General Motors Financial Co., Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/32 | &nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640115 |
| Hyundai Capital America, | Hyundai Capital America, | Hyundai Capital America, | Hyundai Capital America, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185165 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197227 |
| Traton Finance Luxembourg SA (Germany), | Traton Finance Luxembourg SA (Germany), | Traton Finance Luxembourg SA (Germany), | Traton Finance Luxembourg SA (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;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118080 |
| Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), | Volkswagen International Finance NV (Germany), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918793 |
| &nbsp;&nbsp;&nbsp;5.493%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120927 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470966 |
| **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;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51605 |
| 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;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324961 |
| Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, Inc., | Qnity Electronics, 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;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151303 |
| &nbsp;&nbsp;&nbsp;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;08/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97116 |
| 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;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2102765 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727750 |

---

A15

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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 — 1.4%** | **Banks — 1.4%** | **Banks — 1.4%** | **Banks — 1.4%** | **Banks — 1.4%** |
| Agence Francaise de Developpement EPIC (France), | 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;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$227114 |
| &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;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428721 |
| &nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210770 |
| Agricultural Development Bank of China (China), | 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;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/27/30 | CNH | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764036 |
| 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), | 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;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603285 |
| Banco Bilbao Vizcaya Argentaria SA (Spain), | 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;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;9.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/29(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223000 |
| Banco de Sabadell SA (Spain), | 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;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/31(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247696 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122923 |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126046 |
| Banco Santander SA (Spain), | 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;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;9.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/21/33(a)(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 |
| Banco Santander Totta SA (Portugal), | 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;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479735 |
| Bank Gospodarstwa Krajowego (Poland), | 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;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112510 |
| &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;Gov't. Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/13/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109576 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361859 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122098 |
| Bank of America Corp., | 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;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/26/30(oo) |  | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146885 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488614 |
| &nbsp;&nbsp;&nbsp;5.162%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350917 |
| &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;3.846%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54212 |
| &nbsp;&nbsp;&nbsp;5.744%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531061 |
| Bank of Ireland Group PLC (Ireland), | Bank of Ireland Group PLC (Ireland), | Bank of Ireland Group PLC (Ireland), | Bank of Ireland Group PLC (Ireland), | Bank of Ireland 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;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/10/30(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244737 |
| Bankinter SA (Spain), | 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;Sr. Non-Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/04/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236809 |
| Barclays Bank PLC (United Kingdom), | Barclays Bank PLC (United Kingdom), | Barclays Bank PLC (United Kingdom), | Barclays Bank PLC (United Kingdom), | Barclays Bank 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;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/33 | MXN | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128203 |
| Barclays PLC (United Kingdom), | 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;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.476%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/11/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200302 |
| &nbsp;&nbsp;&nbsp;7.090%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/06/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143218 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$349609 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212034 |
| &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;5.085%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/31 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203668 |
| &nbsp;&nbsp;&nbsp;5.283%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462003 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.786%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209499 |
| &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;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/29/28 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718069 |
| &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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466018 |
| BPCE SA (France), | BPCE SA (France), | BPCE SA (France), | BPCE SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.876%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/14/31 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260949 |
| &nbsp;&nbsp;&nbsp;6.714%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414123 |
| &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;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122560 |
| Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), | Caisse des Depots et Consignations (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.063% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/09/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117174 |
| CaixaBank SA (Spain), | CaixaBank SA (Spain), | CaixaBank SA (Spain), | CaixaBank 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;6.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/24/32(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245077 |
| &nbsp;&nbsp;&nbsp;7.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/30(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261064 |
| &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;6.840%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223014 |
| &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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207566 |
| Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), | Cassa Depositi e Prestiti SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399982 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604961 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632126 |
| Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., | Citigroup, Inc., |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series W | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series W | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series W | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series W |
| &nbsp;&nbsp;&nbsp;4.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/10/25(oo) | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606992 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series X | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series X | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series X | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series X |
| &nbsp;&nbsp;&nbsp;3.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/18/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599267 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.561%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423615 |
| &nbsp;&nbsp;&nbsp;3.980%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133383 |
| &nbsp;&nbsp;&nbsp;4.412%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149710 |
| &nbsp;&nbsp;&nbsp;4.503%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94042 |
| &nbsp;&nbsp;&nbsp;4.542%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150698 |
| &nbsp;&nbsp;&nbsp;5.174%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92357 |
| &nbsp;&nbsp;&nbsp;5.174%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63628 |
| &nbsp;&nbsp;&nbsp;5.449%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10367 |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.827%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/13/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83045 |
| Citizens Financial Group, Inc., | Citizens Financial Group, Inc., | Citizens Financial Group, Inc., | Citizens Financial Group, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.253%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/31 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922238 |

---

A16

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.)** |
| Comerica, Inc., | Comerica, Inc., | Comerica, Inc., | Comerica, 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;5.982%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$196633 |
| Commerzbank AG (Germany), | Commerzbank AG (Germany), | Commerzbank AG (Germany), | Commerzbank AG (Germany), |
| &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;7.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/09/31(oo) | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264490 |
| &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;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606191 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/16/34 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122927 |
| 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260262 |
| 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;7.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/28(oo) | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252303 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.316%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/03/29 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263355 |
| &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;4.818%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/33 | &nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248654 |
| 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;5.705%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415912 |
| &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;4.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/21/30 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124776 |
| 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;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327440 |
| &nbsp;&nbsp;&nbsp;4.950%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/04/31 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151226 |
| &nbsp;&nbsp;&nbsp;4.999%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/30 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152049 |
| &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;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825339 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes |
| &nbsp;&nbsp;&nbsp;5.414% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/10/29 | &nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390129 |
| &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;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285211 |
| 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;3.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/26/30 | &nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584599 |
| Fifth Third Bank NA, | Fifth Third Bank NA, | Fifth Third Bank NA, | Fifth Third 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;4.967%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/28 | &nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454526 |
| 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;0.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/16/26 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465107 |
| Freedom Mortgage Corp., | Freedom Mortgage Corp., | Freedom Mortgage Corp., | Freedom Mortgage 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;12.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/28 | &nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185500 |
| 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;5.414%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/21/27 | &nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705199 |
| 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;4.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/26(a)(oo) | &nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379451 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.692%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/30 | &nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471005 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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;5.016%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/35 | &nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$193301 |
| &nbsp;&nbsp;&nbsp;5.049%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/30 | &nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138408 |
| &nbsp;&nbsp;&nbsp;5.207%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/31 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113531 |
| 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;4.600%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/17/30(oo) | &nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207350 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306795 |
| &nbsp;&nbsp;&nbsp;3.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/22/28 | &nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044396 |
| &nbsp;&nbsp;&nbsp;5.130%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/19/28 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203602 |
| &nbsp;&nbsp;&nbsp;5.546%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/04/30 | &nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217882 |
| 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;6.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/30/28(oo) | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246829 |
| &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;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360214 |
| &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;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297134 |
| 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;2.545%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/08/32 | &nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385792 |
| &nbsp;&nbsp;&nbsp;4.603%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353938 |
| &nbsp;&nbsp;&nbsp;5.012%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/30 | &nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563309 |
| KBC Group NV (Belgium), | KBC Group NV (Belgium), | KBC Group NV (Belgium), | KBC Group NV (Belgium), |
| &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;11/27/30(oo) | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241248 |
| &nbsp;&nbsp;&nbsp;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;4.932%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/16/30 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203112 |
| &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;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/28 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136689 |
| &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;6.151%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/34 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277910 |
| KeyCorp, | KeyCorp, | KeyCorp, | KeyCorp, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.401%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/06/35 | &nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10850 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;5.121%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/31(a) | &nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529827 |
| Krung Thai Bank PCL (Thailand), | Krung Thai Bank PCL (Thailand), | Krung Thai Bank PCL (Thailand), | Krung Thai Bank PCL (Thailand), |
| &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;4.400%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/26(oo) | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198875 |
| 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(a)(oo) | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205411 |
| M&T Bank Corp., | M&T Bank Corp., | M&T Bank Corp., | M&T Bank 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;5.385%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/36 | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76042 |
| Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), | Mizuho Financial Group, Inc. (Japan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.098%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/13/31 | &nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574827 |
| 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;4.654%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975495 |
| &nbsp;&nbsp;&nbsp;5.230%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/31 | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77413 |
| &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%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/02/32 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143750 |

---

A17

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;2.943%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$200153 |
| &nbsp;&nbsp;&nbsp;5.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56692 |
| &nbsp;&nbsp;&nbsp;5.424%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51045 |
| Morgan Stanley Bank NA, | Morgan Stanley Bank NA, | Morgan Stanley Bank NA, | Morgan Stanley Bank NA, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.504%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562109 |
| 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;4.734%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253791 |
| 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;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891985 |
| NatWest Group PLC (United Kingdom), | NatWest Group PLC (United Kingdom), | NatWest Group PLC (United Kingdom), | NatWest 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;6.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/29/25(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 |
| &nbsp;&nbsp;&nbsp;8.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/10/33(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224500 |
| 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;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86194 |
| &nbsp;&nbsp;&nbsp;5.373%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/21/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30887 |
| 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;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364776 |
| 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;4.858%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419617 |
| Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), | Santander UK PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559014 |
| Societe Generale SA (France), | Societe Generale SA (France), | Societe Generale SA (France), | Societe Generale 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;8.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/21/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209670 |
| &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Non-Preferred Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.889%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/09/32 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179213 |
| &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;6.100%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210939 |
| &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;1.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/24/30 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168356 |
| Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), | Standard Chartered PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.005%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203450 |
| &nbsp;&nbsp;&nbsp;5.545%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/21/29 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215177 |
| &nbsp;&nbsp;&nbsp;7.018%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/08/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215856 |
| &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;5.400%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/12/36 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223604 |
| Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), | Toronto-Dominion Bank (The) (Canada), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.666% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/08/31 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610486 |
| 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;5.711%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36721 |
| &nbsp;&nbsp;&nbsp;5.867%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/08/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58274 |
| TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), | TSB Bank PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;2.704% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409714 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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;3.319% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/29 | &nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$827674 |
| 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;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969991 |
| &nbsp;&nbsp;&nbsp;5.678%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/35 | &nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26328 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 |
| &nbsp;&nbsp;&nbsp;9.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/13/33(a)(oo) | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238016 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/29 | &nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046219 |
| &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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199265 |
| UniCredit SpA (Italy), | UniCredit SpA (Italy), | UniCredit SpA (Italy), | UniCredit SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.800%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/29 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122887 |
| 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;4.892%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/36 | &nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309298 |
| &nbsp;&nbsp;&nbsp;5.150%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/23/31 | &nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263037 |
| &nbsp;&nbsp;&nbsp;5.211%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278956 |
| &nbsp;&nbsp;&nbsp;5.244%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/31 | &nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98283 |
| &nbsp;&nbsp;&nbsp;5.499%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/35 | &nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62568 |
| &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;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274551 |
| &nbsp;&nbsp;&nbsp;5.557%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/34 | &nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37813 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45376488 |
| **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;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/53 | &nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142813 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/02/63 | &nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27935 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170748 |
| **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** | **Building Materials — 0.1%** |
| Carrier Global Corp., | Carrier Global Corp., | Carrier Global Corp., | Carrier Global Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/29/32 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250195 |
| 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;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887482 |
| 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;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586500 |
| 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;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575031 |
| &nbsp;&nbsp;&nbsp;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;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72745 |
| 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;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875165 |

---

A18

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| **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;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$599379 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3846497 |
| **Chemicals — 0.0%** | **Chemicals — 0.0%** | **Chemicals — 0.0%** | **Chemicals — 0.0%** |
| CF Industries, Inc., | CF Industries, Inc., | CF Industries, Inc., | CF Industries, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46030 |
| Yara International ASA (Brazil), | Yara International ASA (Brazil), | Yara International ASA (Brazil), | Yara International ASA (Brazil), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864919 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910949 |
| **Commercial Services — 0.3%** | **Commercial Services — 0.3%** | **Commercial Services — 0.3%** | **Commercial Services — 0.3%** |
| Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), | Adif Alta Velocidad (Spain), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476593 |
| 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;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184845 |
| 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;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352566 |
| 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;620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579369 |
| 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;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/28/36 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121769 |
| Ayvens SA (France), | Ayvens SA (France), | Ayvens SA (France), | Ayvens SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482220 |
| DCLI Bidco LLC, | DCLI Bidco LLC, | DCLI Bidco LLC, | DCLI Bidco LLC, |
| &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A | &nbsp;&nbsp;&nbsp;Second Mortgage, 144A |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291004 |
| DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), | DP World Ltd. (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585191 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390357 |
| 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 | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316249 |
| &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;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316249 |
| Global Payments, Inc., | Global Payments, Inc., | Global Payments, Inc., | Global Payments, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369627 |
| Herc Holdings, Inc., | Herc Holdings, Inc., | Herc Holdings, Inc., | Herc Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379171 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167170 |
| Motability Operations Group PLC (United Kingdom), | Motability Operations Group PLC (United Kingdom), | Motability Operations Group PLC (United Kingdom), | Motability Operations Group PLC (United Kingdom), |
| &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;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118583 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| 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;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$180577 |
| 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;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273758 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8585298 |
| **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** | **Computers — 0.0%** |
| NCR Atleos Corp., | NCR Atleos Corp., | NCR Atleos Corp., | NCR Atleos Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426595 |
| **Diversified Financial Services — 0.2%** | **Diversified Financial Services — 0.2%** | **Diversified Financial Services — 0.2%** | **Diversified Financial Services — 0.2%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), | AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269571 |
| American Express Co., | American Express Co., | American Express Co., | American Express Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.918%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61024 |
| &nbsp;&nbsp;&nbsp;5.667%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52963 |
| Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), | Avolon Holdings Funding Ltd. (Ireland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49205 |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146363 |
| &nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80992 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286717 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377096 |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114296 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/04/28 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266006 |
| 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;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314355 |
| LPL Holdings, Inc., | LPL Holdings, Inc., | LPL Holdings, Inc., | LPL Holdings, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81505 |
| Nationstar Mortgage Holdings, Inc., | Nationstar Mortgage Holdings, Inc., | Nationstar Mortgage Holdings, Inc., | Nationstar Mortgage 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;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/27 | &nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315000 |
| OMERS Finance Trust (Canada), | OMERS Finance Trust (Canada), | OMERS Finance Trust (Canada), | OMERS Finance Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176567 |
| 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;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321754 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284942 |
| Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), | Ontario Teachers' Finance Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442100 |
| 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;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634232 |
| 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;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563268 |

---

A19

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.)** |
| 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;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$510525 |
| REC Ltd. (India), | REC Ltd. (India), | REC Ltd. (India), | REC 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;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196134 |
| 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;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325765 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6870380 |
| **Electric — 0.7%** | **Electric — 0.7%** | **Electric — 0.7%** | **Electric — 0.7%** |
| Ameren Illinois Co., | Ameren Illinois Co., | Ameren Illinois Co., | Ameren Illinois Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/52 | &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;5244 |
| 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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226665 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117111 |
| 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;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182468 |
| Calpine Corp., | Calpine Corp., | Calpine Corp., | Calpine 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;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323860 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 | &nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1150556 |
| &nbsp;&nbsp;&nbsp;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;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39627 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860231 |
| 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;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345914 |
| 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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205398 |
| &nbsp;&nbsp;&nbsp;5.672% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412048 |
| &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;5.580% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/35 | &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;&nbsp;&nbsp;— |
| 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;358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375789 |
| Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), | Comision Federal de Electricidad (Mexico), |
| &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;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743438 |
| Constellation Energy Generation LLC, | Constellation Energy Generation LLC, | Constellation Energy Generation LLC, | Constellation Energy Generation LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43394 |
| 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;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226557 |
| DTE Energy Co., | DTE Energy Co., | DTE Energy Co., | DTE Energy 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;5.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144166 |
| Duke Energy Corp., | Duke Energy Corp., | Duke Energy Corp., | Duke Energy 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;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265236 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| Duke Energy Progress LLC, | Duke Energy Progress LLC, | Duke Energy Progress LLC, | Duke Energy Progress LLC, |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2009 |
| 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(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91894 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series A |
| &nbsp;&nbsp;&nbsp;5.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/09/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111829 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72632 |
| Electricite de France SA (France), | Electricite de France SA (France), | Electricite de France SA (France), | Electricite de France SA (France), |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;2.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/27(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227902 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/32(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246276 |
| Enel Finance International NV (Italy), | Enel Finance International NV (Italy), | Enel Finance International NV (Italy), | Enel Finance International NV (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;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190710 |
| Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), | Energuate Trust 2 0 (Guatemala), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201275 |
| Engie SA (France), | Engie SA (France), | Engie SA (France), | Engie SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/06/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120138 |
| Entergy Arkansas LLC, | Entergy Arkansas LLC, | Entergy Arkansas LLC, | Entergy Arkansas LLC, |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20492 |
| 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;7.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220945 |
| Entergy Mississippi LLC, | Entergy Mississippi LLC, | Entergy Mississippi LLC, | Entergy Mississippi LLC, |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147 |
| Entergy Texas, Inc., | Entergy Texas, Inc., | Entergy Texas, Inc., | Entergy Texas, Inc., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14753 |
| Eskom Holdings SOC Ltd. (South Africa), | Eskom Holdings SOC Ltd. (South Africa), | Eskom Holdings SOC Ltd. (South Africa), | Eskom Holdings SOC Ltd. (South Africa), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes, MTN |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/10/28 | &nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542810 |
| 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;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94288 |
| FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, | FirstEnergy Transmission LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.866% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43256 |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73197 |
| 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;01/28/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049956 |
| Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), | Israel Electric Corp. Ltd. (Israel), |
| &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN | &nbsp;&nbsp;&nbsp;Sec'd. Notes, 144A, GMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/22/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370900 |
| &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;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529225 |

---

A20

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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, 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;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$60899 |
| &nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/33 | &nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237635 |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/09/34 | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57211 |
| 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;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98444 |
| 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;2.034%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/24/26 | &nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464464 |
| MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), | MVM Energetika Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/18/27 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112249 |
| National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), | National Grid Electricity Distribution East Midlands PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.530% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/28 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359685 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219031 |
| NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital Holdings, Inc., | NextEra Energy Capital 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;6.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/55 | &nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41597 |
| &nbsp;&nbsp;&nbsp;6.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/54 | &nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107749 |
| NRG Energy, Inc., | NRG Energy, Inc., | NRG Energy, Inc., | NRG Energy, 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;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141861 |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665572 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50718 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, 144A |
| &nbsp;&nbsp;&nbsp;10.250%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/28(oo) | &nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300237 |
| 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;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702352 |
| Pacific Gas & Electric Co., | Pacific Gas & Electric Co., | Pacific Gas & Electric Co., | Pacific Gas & Electric Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/43 | &nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42087 |
| &nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124379 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193720 |
| &nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/33 | &nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58261 |
| 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;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525939 |
| 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;7.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/55 | &nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37059 |
| 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;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/53 | &nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43264 |
| 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;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71826 |
| 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;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145252 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| Southern California Edison Co., | Southern California Edison Co., | Southern California Edison Co., | Southern California Edison Co., |
| &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage | &nbsp;&nbsp;&nbsp;First Mortgage |
| &nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23884 |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49563 |
| &nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14560 |
| Southern Power Co., | Southern Power Co., | Southern Power Co., | Southern Power Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series A |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22858 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series B |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61150 |
| 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;1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097916 |
| 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;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837116 |
| &nbsp;&nbsp;&nbsp;8.000%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/26(oo) | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148232 |
| &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;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427226 |
| 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;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14997 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282479 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29747 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/30/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56897 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94862 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21921314 |
| **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;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290777 |
| **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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480093 |
| Honeywell International, Inc., | Honeywell International, Inc., | Honeywell International, Inc., | Honeywell 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;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480022 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960115 |
| **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** |
| Ferrovial SE, | Ferrovial SE, | Ferrovial SE, | Ferrovial SE, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124167 |
| Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), | Heathrow Funding Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/14/36 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101319 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124040 |
| Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), | Mexico City Airport Trust (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201880 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/31/47 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173500 |

---

A21

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| **Engineering & Construction (cont'd.)** | **Engineering & Construction (cont'd.)** | **Engineering & Construction (cont'd.)** | **Engineering & Construction (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;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$288120 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013026 |
| **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(a) | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669205 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437213 |
| 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;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414617 |
| Penn Entertainment, Inc., | Penn Entertainment, Inc., | Penn Entertainment, Inc., | Penn 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;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299910 |
| Premier Entertainment Sub LLC/Premier Entertainment Finance Corp., | Premier Entertainment Sub LLC/Premier Entertainment Finance Corp., | Premier Entertainment Sub LLC/Premier Entertainment Finance Corp., | Premier Entertainment Sub LLC/Premier Entertainment 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;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/31 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520276 |
| 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;46062 |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31(a) | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355927 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2743210 |
| **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;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251100 |
| **Foods — 0.2%** | **Foods — 0.2%** | **Foods — 0.2%** | **Foods — 0.2%** |
| 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;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797636 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654396 |
| 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;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990208 |
| &nbsp;&nbsp;&nbsp;8.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254479 |
| &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;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536181 |
| JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, | JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, | JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, | JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, |
| &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;11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51608 |
| JBS USA Holding Lux Sarl/JBS USA Foods Group Holdings, Inc./JBS USA Food Co., | JBS USA Holding Lux Sarl/JBS USA Foods Group Holdings, Inc./JBS USA Food Co., | JBS USA Holding Lux Sarl/JBS USA Foods Group Holdings, Inc./JBS USA Food Co., | JBS USA Holding Lux Sarl/JBS USA Foods Group Holdings, Inc./JBS USA Food 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;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213719 |
| 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;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480223 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396871 |
| 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;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102184 |
| &nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20300 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/55 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$177403 |
| 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;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489291 |
| Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, Inc., | Post Holdings, 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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584625 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6749124 |
| **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;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35991 |
| 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;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140910 |
| 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;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37082 |
| Terega SA (France), | Terega SA (France), | Terega SA (France), | Terega SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630768 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844751 |
| **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;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/08/34 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580310 |
| Baxter International, Inc., | Baxter International, Inc., | Baxter International, Inc., | Baxter 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;2.539% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10522 |
| 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;1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153171 |
| Solventum Corp., | Solventum Corp., | Solventum Corp., | Solventum Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313074 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057077 |
| **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** | **Healthcare-Services — 0.1%** |
| DaVita, Inc., | DaVita, Inc., | DaVita, Inc., | DaVita, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91603 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259588 |
| HCA, Inc., | HCA, Inc., | HCA, Inc., | HCA, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286531 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37644 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4564 |
| &nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34889 |
| 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;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341761 |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413468 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421262 |

---

A22

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** | **Healthcare-Services (cont'd.)** |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$684266 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575576 |
| **Holding Companies-Diversified — 0.1%** | **Holding Companies-Diversified — 0.1%** | **Holding Companies-Diversified — 0.1%** | **Holding Companies-Diversified — 0.1%** |
| 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;2315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475892 |
| **Home Builders — 0.2%** | **Home Builders — 0.2%** | **Home Builders — 0.2%** | **Home Builders — 0.2%** |
| 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;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830639 |
| 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;49955 |
| &nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29(a) | &nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131854 |
| 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;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;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2058197 |
| Century Communities, Inc., | Century Communities, Inc., | Century Communities, Inc., | Century Communities, 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;06/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81000 |
| 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;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596609 |
| 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;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680997 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19861 |
| 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;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792931 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7242043 |
| **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;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218039 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113487 |
| 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;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807631 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139157 |
| **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** |
| Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), | Fairfax Financial Holdings Ltd. (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/03/31 | &nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424502 |
| Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), | Helvetia Europe SA (Switzerland), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;2.750%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442302 |
| Pension Insurance Corp. PLC (United Kingdom), | Pension Insurance Corp. PLC (United Kingdom), | Pension Insurance Corp. PLC (United Kingdom), | Pension Insurance Corp. PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808958 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** | **Insurance (cont'd.)** |
| Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), | Sogecap SA (France), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/16/44 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$400292 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076054 |
| **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** | **Internet — 0.0%** |
| Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., | Gen Digital, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221254 |
| 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;5.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54368 |
| Netflix, Inc., | Netflix, Inc., | Netflix, Inc., | Netflix, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124555 |
| Uber Technologies, Inc., | Uber Technologies, Inc., | Uber Technologies, Inc., | Uber Technologies, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89130 |
| &nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14544 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503851 |
| **Investment Companies — 0.0%** | **Investment Companies — 0.0%** | **Investment Companies — 0.0%** | **Investment Companies — 0.0%** |
| MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), | MDGH GMTN RSC Ltd. (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Gtd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570518 |
| **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;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382420 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/33(a) | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255162 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637582 |
| **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;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324056 |
| Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., | Royal Caribbean Cruises Ltd., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25469 |
| Viking Cruises Ltd., | Viking Cruises Ltd., | Viking Cruises Ltd., | Viking Cruises 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;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700028 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1049553 |
| **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** |
| Las Vegas Sands Corp., | Las Vegas Sands Corp., | Las Vegas Sands Corp., | Las Vegas Sands Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188380 |
| Marriott International, Inc., | Marriott International, Inc., | Marriott International, Inc., | Marriott International, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326891 |
| 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;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32(a) | &nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044602 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559873 |

---

A23

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** | **Machinery-Diversified — 0.0%** |
| 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;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$503891 |
| **Media — 0.4%** | **Media — 0.4%** | **Media — 0.4%** | **Media — 0.4%** |
| 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;Sr. Unsec'd. Notes | &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;241198 |
| &nbsp;&nbsp;&nbsp;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;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79231 |
| &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;47226 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456793 |
| &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;89165 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/01/27 | &nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314024 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233470 |
| 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;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102319 |
| &nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229940 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/41 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87654 |
| &nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223266 |
| &nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112270 |
| 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;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59295 |
| &nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85788 |
| 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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129149 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131015 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330000 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/27 | &nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353202 |
| &nbsp;&nbsp;&nbsp;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;543953 |
| &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;380858 |
| 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;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94065 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253358 |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/26 | &nbsp;&nbsp;2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591059 |
| 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;&nbsp;&nbsp;550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582141 |
| TDF Infrastructure SASU (France), | TDF Infrastructure SASU (France), | TDF Infrastructure SASU (France), | TDF Infrastructure SASU (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236964 |
| Univision Communications, Inc., | Univision Communications, Inc., | Univision Communications, Inc., | Univision Communications, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730337 |
| 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;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116240 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902462 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11736442 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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 — 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, 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$251400 |
| Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, | Arsenal AIC Parent LLC, |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;11.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 | &nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572118 |
| 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400800 |
| 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;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109127 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206016 |
| &nbsp;&nbsp;&nbsp;5.634% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/04/34 | &nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233703 |
| &nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/28 | &nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115479 |
| &nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/06/30 | &nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21613 |
| 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;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151887 |
| 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;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388461 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2450604 |
| **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;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124371 |
| 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;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585070 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709441 |
| **Multi-National — 0.1%** | **Multi-National — 0.1%** | **Multi-National — 0.1%** | **Multi-National — 0.1%** |
| 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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/07/28 | &nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245756 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/16/29 | &nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404981 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/24/29 | &nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363527 |
| 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, 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178901 |
| 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;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312879 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506044 |
| **Oil & Gas — 0.4%** | **Oil & Gas — 0.4%** | **Oil & Gas — 0.4%** | **Oil & Gas — 0.4%** |
| 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;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415725 |
| 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;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36129 |

---

A24

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.)** |
| &nbsp;&nbsp;&nbsp;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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$408412 |
| BP Capital Markets PLC, | BP Capital Markets PLC, | BP Capital Markets PLC, | BP Capital Markets PLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;3.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/22/29(oo) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702732 |
| &nbsp;&nbsp;&nbsp;6.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/35(oo) | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207090 |
| &nbsp;&nbsp;&nbsp;6.450%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/33(oo) | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191925 |
| Civitas Resources, Inc., | Civitas Resources, Inc., | Civitas Resources, Inc., | Civitas Resources, 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;8.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/28 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155571 |
| &nbsp;&nbsp;&nbsp;8.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232897 |
| ConocoPhillips Co., | ConocoPhillips Co., | ConocoPhillips Co., | ConocoPhillips Co., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22417 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39443 |
| 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;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113999 |
| 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;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118371 |
| 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;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951841 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289795 |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577319 |
| Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., | Hilcorp Energy I LP/Hilcorp Finance Co., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138182 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566660 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135050 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674227 |
| MEG Energy Corp. (Canada), | MEG Energy Corp. (Canada), | MEG Energy Corp. (Canada), | MEG Energy Corp. (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;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34956 |
| 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;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18801 |
| 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;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534060 |
| 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;6.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827694 |
| &nbsp;&nbsp;&nbsp;7.690% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350138 |
| &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;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958908 |
| Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), | Santos Finance Ltd. (Australia), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.649% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785482 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82426 |
| TotalEnergies Capital SA (France), | TotalEnergies Capital SA (France), | TotalEnergies Capital SA (France), | TotalEnergies Capital SA (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.275% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9599 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series NC7, EMTN |
| &nbsp;&nbsp;&nbsp;1.625%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/25/27(oo) | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$678577 |
| Transocean International Ltd., | Transocean International Ltd., | Transocean International Ltd., | Transocean International Ltd., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261383 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11519809 |
| **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** |
| 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;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970785 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359492 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330277 |
| **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** | **Pharmaceuticals — 0.2%** |
| AbbVie, Inc., | AbbVie, Inc., | AbbVie, Inc., | AbbVie, 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;11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151964 |
| 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;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449536 |
| Bausch Health Cos., Inc., | Bausch Health Cos., Inc., | Bausch Health Cos., Inc., | Bausch Health Cos., 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;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102900 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408000 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/30/30 | &nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127512 |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265275 |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249402 |
| &nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222500 |
| &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;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134437 |
| 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;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722527 |
| Bristol-Myers Squibb Co., | Bristol-Myers Squibb Co., | Bristol-Myers Squibb Co., | Bristol-Myers Squibb 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;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/22/54 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219263 |
| Cardinal Health, Inc., | Cardinal Health, Inc., | Cardinal Health, Inc., | Cardinal Health, 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;09/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111371 |
| Cencora, Inc., | Cencora, Inc., | Cencora, Inc., | Cencora, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/31(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37605 |
| 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. 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;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314016 |
| &nbsp;&nbsp;&nbsp;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(a) | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306238 |
| Zoetis, Inc., | Zoetis, Inc., | Zoetis, Inc., | Zoetis, 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;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75701 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4898247 |

---

A25

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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 — 0.3%** | **Pipelines — 0.3%** | **Pipelines — 0.3%** | **Pipelines — 0.3%** |
| 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;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1220445 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/32 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262729 |
| Cheniere Energy Partners LP, | Cheniere Energy Partners LP, | Cheniere Energy Partners LP, | Cheniere Energy Partners LP, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/29 | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279263 |
| Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, | Columbia Pipelines Operating Co. LLC, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.927% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21160 |
| &nbsp;&nbsp;&nbsp;5.962% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69338 |
| &nbsp;&nbsp;&nbsp;6.036% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229450 |
| Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), | Enbridge, Inc. (Canada), |
| &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes | &nbsp;&nbsp;&nbsp;Sub. Notes |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44721 |
| &nbsp;&nbsp;&nbsp;8.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45693 |
| Energy Transfer LP, | Energy Transfer LP, | Energy Transfer LP, | Energy Transfer LP, |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503491 |
| &nbsp;&nbsp;&nbsp;7.125%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51811 |
| &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;&nbsp;&nbsp;795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823029 |
| &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H | &nbsp;&nbsp;&nbsp;Jr. Sub. Notes, Series H |
| &nbsp;&nbsp;&nbsp;6.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/15/26(oo) | &nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819943 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66719 |
| &nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41066 |
| Enterprise Products Operating LLC, | Enterprise Products Operating LLC, | Enterprise Products Operating LLC, | Enterprise Products Operating LLC, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.375%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34779 |
| Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), | Gestion Securite de Stocks Securite SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813469 |
| Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), | Greensaif Pipelines Bidco Sarl (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;5.853% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/23/36 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220294 |
| ONEOK, Inc., | ONEOK, Inc., | ONEOK, Inc., | ONEOK, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/33 | &nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265075 |
| &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;09/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118194 |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380246 |
| Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., | Targa Resources Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408036 |
| Transcanada Trust (Canada), | Transcanada Trust (Canada), | Transcanada Trust (Canada), | Transcanada Trust (Canada), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.500%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/15/79 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149250 |
| 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;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33530 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33050 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| 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;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$995022 |
| 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;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726548 |
| &nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34882 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8691233 |
| **Real Estate — 0.2%** | **Real Estate — 0.2%** | **Real Estate — 0.2%** | **Real Estate — 0.2%** |
| 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;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765424 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223208 |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108370 |
| 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;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;01/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201660 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230050 |
| 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;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/28 | &nbsp;&nbsp;1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686822 |
| 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;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149395 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178195 |
| 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;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670815 |
| 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;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427055 |
| &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;&nbsp;&nbsp;&nbsp;994779 |
| Vonovia SE (Germany), | Vonovia SE (Germany), | Vonovia SE (Germany), | Vonovia SE (Germany), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106199 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6741972 |
| **Real Estate Investment Trusts (REITs) — 0.4%** | **Real Estate Investment Trusts (REITs) — 0.4%** | **Real Estate Investment Trusts (REITs) — 0.4%** | **Real Estate Investment Trusts (REITs) — 0.4%** |
| Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., | Alexandria Real Estate Equities, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308312 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200860 |
| Digital Dutch Finco BV, | Digital Dutch Finco BV, | Digital Dutch Finco BV, | Digital Dutch Finco BV, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403230 |

---

A26

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.)** |
| Diversified Healthcare Trust, | 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;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$441916 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556611 |
| 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;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401499 |
| 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463186 |
| MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., | MPT Operating Partnership LP/MPT Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231922 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19379 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53229 |
| 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;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/06/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93078 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/22/37 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217423 |
| Prologis LP, | Prologis LP, | Prologis LP, | Prologis LP, | Prologis LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220211 |
| 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;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292682 |
| &nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/06/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753846 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676729 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/06/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259636 |
| RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., | RHP Hotel Properties LP/RHP Finance Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/01/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853713 |
| 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;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866042 |
| Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., | Starwood Property Trust, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642599 |
| Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), | Unibail-Rodamco-Westfield SE (France), |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.875%(ff) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/04/30(oo) | EUR | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241854 |
| 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;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;10.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/28 |  | &nbsp;&nbsp;1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239845 |
| VICI Properties LP, | VICI Properties LP, | VICI Properties LP, | VICI Properties LP, | VICI Properties LP, |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389338 |
| VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., | VICI Properties LP/VICI Note Co., Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9669 |
| &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;29886 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124991 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439195 |
| &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;5064 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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.)** |
| 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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$485634 |
| WPC Eurobond BV, | WPC Eurobond BV, | WPC Eurobond BV, | WPC Eurobond BV, |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113220 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12034799 |
| **Retail — 0.2%** | **Retail — 0.2%** | **Retail — 0.2%** | **Retail — 0.2%** |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240735 |
| &nbsp;&nbsp;&nbsp;7.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307697 |
| 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;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993961 |
| &nbsp;&nbsp;&nbsp;9.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648366 |
| 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;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057123 |
| &nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316196 |
| 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;47552 |
| 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;397586 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/31 | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341339 |
| 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;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859722 |
| 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;03/01/32(a) | &nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379173 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7589450 |
| **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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266422 |
| &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes | &nbsp;&nbsp;&nbsp;Sr. Preferred Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116583 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383005 |
| **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, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495773 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &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;07/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99051 |
| &nbsp;&nbsp;&nbsp;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;3.419% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300473 |
| &nbsp;&nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85766 |
| 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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83039 |

---

A27

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** | **Corporate Bonds (continued)** |
| **Semiconductors (cont'd.)** | **Semiconductors (cont'd.)** | **Semiconductors (cont'd.)** | **Semiconductors (cont'd.)** |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$345573 |
| Micron Technology, Inc., | Micron Technology, Inc., | Micron Technology, Inc., | Micron Technology, 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;6.050% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42752 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452427 |
| **Software — 0.0%** | **Software — 0.0%** | **Software — 0.0%** | **Software — 0.0%** |
| CoreWeave, Inc., | CoreWeave, Inc., | CoreWeave, Inc., | CoreWeave, Inc., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A | &nbsp;&nbsp;&nbsp;Gtd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;9.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/30 | &nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268514 |
| 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;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90341 |
| Oracle Corp., | Oracle Corp., | Oracle Corp., | Oracle Corp., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29759 |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/27/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36755 |
| &nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114394 |
| &nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89725 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/03/55 | &nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289158 |
| 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;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90389 |
| 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;5.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16711 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025746 |
| **Telecommunications — 0.3%** | **Telecommunications — 0.3%** | **Telecommunications — 0.3%** | **Telecommunications — 0.3%** |
| Altice Financing SA (Luxembourg), | Altice Financing SA (Luxembourg), | Altice Financing SA (Luxembourg), | Altice Financing SA (Luxembourg), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545562 |
| AT&T, Inc., | AT&T, Inc., | AT&T, Inc., | AT&T, Inc., |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488184 |
| &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/35 | &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173636 |
| &nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54461 |
| &nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/54 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138389 |
| 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;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072758 |
| Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), | Emirates Telecommunications Group Co. PJSC (United Arab Emirates), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293617 |
| Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, | Frontier Communications Holdings LLC, |
| &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;5.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/01/29 | &nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668405 |
| Level 3 Financing, Inc., | Level 3 Financing, Inc., | Level 3 Financing, Inc., | Level 3 Financing, 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;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686840 |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509762 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203186 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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.)** |
| Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., | Sprint Capital Corp., |
| &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes | &nbsp;&nbsp;&nbsp;Gtd. Notes |
| &nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$66968 |
| Sprint LLC, | Sprint LLC, | Sprint LLC, | Sprint LLC, | Sprint 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;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25056 |
| 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;2.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49607 |
| &nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351240 |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261876 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35061 |
| Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), | Vmed O2 UK Financing I PLC (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Sec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/29 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060677 |
| 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;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217702 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8902987 |
| **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** | **Transportation — 0.1%** |
| 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;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327821 |
| Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), | Ferrovie dello Stato Italiane SpA (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/14/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476994 |
| 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;1.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/21/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522628 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/12/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121241 |
| 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;0.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/20/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107484 |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642280 |
| 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;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90870 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series MPLE |
| &nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223626 |
| Societe Nationale SNCF SACA (France), | 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;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/02/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338127 |
| Star Leasing Co. LLC, | 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;Sec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/15/30 |  | &nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078390 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3929461 |
| **Trucking & Leasing — 0.0%** | **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., | 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;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421625 |
| **Total Corporate Bonds<br>(cost $224,281,972)<br>** | **Total Corporate Bonds<br>(cost $224,281,972)<br>** | **Total Corporate Bonds<br>(cost $224,281,972)<br>** | **Total Corporate Bonds<br>(cost $224,281,972)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224879977 |

---

A28

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** | **Value** |
| **Floating Rate and Other Loans — 0.3%** | **Floating Rate and Other Loans — 0.3%** | **Floating Rate and Other Loans — 0.3%** | **Floating Rate and Other Loans — 0.3%** |
| **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;6.913%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$324187 |
| 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;9.054%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448769 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772956 |
| **Diversified Financial Services — 0.0%** | **Diversified Financial Services — 0.0%** | **Diversified Financial Services — 0.0%** | **Diversified Financial Services — 0.0%** |
| Hudson River Trading LLC, | Hudson River Trading LLC, | Hudson River Trading LLC, | Hudson River Trading LLC, |
| &nbsp;&nbsp;&nbsp;Term B-1 Loan, 1 Month SOFR + 3.000% | &nbsp;&nbsp;&nbsp;Term B-1 Loan, 1 Month SOFR + 3.000% | &nbsp;&nbsp;&nbsp;Term B-1 Loan, 1 Month SOFR + 3.000% | &nbsp;&nbsp;&nbsp;Term B-1 Loan, 1 Month SOFR + 3.000% |
| &nbsp;&nbsp;&nbsp;7.150%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341623 |
| **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;15.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/02/28 | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106518 |
| **Media — 0.0%** | **Media — 0.0%** | **Media — 0.0%** | **Media — 0.0%** |
| CSC Holdings LLC, | CSC Holdings LLC, | CSC Holdings LLC, | CSC Holdings LLC, |
| &nbsp;&nbsp;&nbsp;2022 Refinancing Term Loan, 1 Month SOFR + 4.500% | &nbsp;&nbsp;&nbsp;2022 Refinancing Term Loan, 1 Month SOFR + 4.500% | &nbsp;&nbsp;&nbsp;2022 Refinancing Term Loan, 1 Month SOFR + 4.500% | &nbsp;&nbsp;&nbsp;2022 Refinancing Term Loan, 1 Month SOFR + 4.500% |
| &nbsp;&nbsp;&nbsp;8.650%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489968 |
| **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-6B Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6B Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6B Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Term B-6B Loan, 3 Month EURIBOR + 2.750% |
| &nbsp;&nbsp;&nbsp;4.730%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/31 | &nbsp;&nbsp;3125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3674410 |
| **Telecommunications — 0.2%** | **Telecommunications — 0.2%** | **Telecommunications — 0.2%** | **Telecommunications — 0.2%** |
| Zegona Holdco Ltd. (United Kingdom), | Zegona Holdco Ltd. (United Kingdom), | Zegona Holdco Ltd. (United Kingdom), | Zegona Holdco Ltd. (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Facility B (EUR) Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Facility B (EUR) Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Facility B (EUR) Loan, 3 Month EURIBOR + 2.750% | &nbsp;&nbsp;&nbsp;Facility B (EUR) Loan, 3 Month EURIBOR + 2.750% |
| &nbsp;&nbsp;&nbsp;5.079%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/17/29 | &nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4796961 |
| **Total Floating Rate and Other Loans<br>(cost $9,433,191)<br>** | **Total Floating Rate and Other Loans<br>(cost $9,433,191)<br>** | **Total Floating Rate and Other Loans<br>(cost $9,433,191)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10182436 |
| **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** | **Residential Mortgage-Backed Securities — 0.0%** |
| Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, | Connecticut Avenue Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2M2, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2M2, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2M2, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-R02, Class 2M2, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;6.356%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37754 |
| &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;7.506%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225293 |
| &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;10.606%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122835 |
| &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;9.606%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63445 |
| Eagle Re Ltd., | Eagle Re Ltd., | Eagle Re Ltd., | Eagle Re Ltd., |
| &nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) | &nbsp;&nbsp;&nbsp;Series 2023-01, Class M1A, 144A, 30 Day Average SOFR + 2.000% (Cap N/A, Floor 2.000%) |
| &nbsp;&nbsp;&nbsp;6.356%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/26/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72469 |
| 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-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | &nbsp;&nbsp;&nbsp;Series 2021-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) |
| &nbsp;&nbsp;&nbsp;6.156%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181519 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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 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;6.456%(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;$432283 |
| &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;6.706%(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;202000 |
| 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;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7990 |
| &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;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14422 |
| &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;331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52818 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |
| &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A | &nbsp;&nbsp;&nbsp;Series 2025-RPL3, Class A1, 144A |
| &nbsp;&nbsp;&nbsp;4.100%(cc) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/25/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95510 |
| **Total Residential Mortgage-Backed Securities<br>(cost $1,476,139)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $1,476,139)<br>** | **Total Residential Mortgage-Backed Securities<br>(cost $1,476,139)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508338 |
| **Sovereign Bonds — 2.7%** | **Sovereign Bonds — 2.7%** | **Sovereign Bonds — 2.7%** | **Sovereign Bonds — 2.7%** |
| 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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228501 |
| 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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204886 |
| 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;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052112 |
| Australia Government Bond (Australia), | Australia Government Bond (Australia), | Australia Government Bond (Australia), | Australia Government Bond (Australia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 169 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 169 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 169 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 169 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/21/54 | &nbsp;&nbsp;1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908306 |
| 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, 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;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129607 |
| &nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/30/41 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277852 |
| 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;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493928 |
| 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;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213290 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204865 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354804 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465142 |
| 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;2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2006265 |
| 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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/27/33 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165887 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 12Y |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/23/34 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773332 |

---

A29

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| 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;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$219865 |
| 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;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801000 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/14/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145346 |
| China Government Bond (China), | China Government Bond (China), | China Government Bond (China), | China Government Bond (China), | China Government Bond (China), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/43 | CNH | &nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180011 |
| City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), | City of Milan (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;4.019% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374856 |
| 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;4.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/43 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316785 |
| 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;150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99652 |
| 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;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/35 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200931 |
| City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), | City of Vancouver (Canada), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/18/52 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152647 |
| Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), | Colombia Government International Bond (Colombia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/28 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1007159 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127467 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/45 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499581 |
| &nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/19/36 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136096 |
| Costa Rica Government International Bond (Costa Rica), | Costa Rica Government International Bond (Costa Rica), | Costa Rica Government International Bond (Costa Rica), | Costa Rica Government International Bond (Costa Rica), | Costa Rica Government International Bond (Costa Rica), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/03/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559520 |
| 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;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/31 | EUR | &nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091866 |
| 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;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1303865 |
| 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;40050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987569 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 154 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/11/32 | CZK | &nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297732 |
| 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 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440160 |
| &nbsp;&nbsp;&nbsp;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;6.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/15/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252343 |
| Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), | Eagle Funding Luxco Sarl (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/17/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578835 |
| Egypt Government International Bond (Egypt), | Egypt Government International Bond (Egypt), | Egypt Government International Bond (Egypt), | Egypt Government International Bond (Egypt), | Egypt Government International Bond (Egypt), |
| &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;7.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213187 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), | El Salvador Government International Bond (El Salvador), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;7.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$67061 |
| 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;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173642 |
| 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729498 |
| 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;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190690 |
| 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;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248463 |
| 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;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505000 |
| Guatemala Government Bond (Guatemala), | Guatemala Government Bond (Guatemala), | Guatemala Government Bond (Guatemala), | Guatemala Government Bond (Guatemala), | Guatemala Government Bond (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;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206600 |
| 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;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905409 |
| 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;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153614 |
| 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;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303940 |
| 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;430520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1308745 |
| 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, 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;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962430 |
| &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;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726579 |
| 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;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330485 |
| Ile-de-France Mobilites (France), | Ile-de-France Mobilites (France), | Ile-de-France Mobilites (France), | Ile-de-France Mobilites (France), | Ile-de-France Mobilites (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/28/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405293 |
| 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;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882753 |
| 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;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/18/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115163 |
| &nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/21/34 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146466 |
| &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;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412800 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/12/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205375 |

---

A30

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| 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 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;2.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/01/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;6282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7441877 |
| &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;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424690 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 10Y, 144A |
| &nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/01/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909176 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 11Y |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/01/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48497 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 15Y, 144A |
| &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579916 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 16Y, 144A |
| &nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/01/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157943 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A |
| &nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/54 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253586 |
| Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), | Japan Government Thirty Year Bond (Japan), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 74 | &nbsp;&nbsp;&nbsp;Bonds, Series 74 | &nbsp;&nbsp;&nbsp;Bonds, Series 74 | &nbsp;&nbsp;&nbsp;Bonds, Series 74 | &nbsp;&nbsp;&nbsp;Bonds, Series 74 |
| &nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/52 | JPY | &nbsp;&nbsp;&nbsp;48550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208030 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 84 | &nbsp;&nbsp;&nbsp;Bonds, Series 84 | &nbsp;&nbsp;&nbsp;Bonds, Series 84 | &nbsp;&nbsp;&nbsp;Bonds, Series 84 | &nbsp;&nbsp;&nbsp;Bonds, Series 84 |
| &nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/54 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;4150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22853 |
| &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 | &nbsp;&nbsp;&nbsp;Bonds, Series 86 |
| &nbsp;&nbsp;&nbsp;2.400% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/20/55 | JPY | &nbsp;&nbsp;420800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475754 |
| Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), | Japan Government Twenty Year Bond (Japan), |
| &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 | &nbsp;&nbsp;&nbsp;Bonds, Series 186 |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/20/43 | JPY | &nbsp;&nbsp;350900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039496 |
| Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), | Kazakhstan Government International Bond (Kazakhstan), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168802 |
| Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), | Korea Housing Finance Corp. (South Korea), |
| &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds | &nbsp;&nbsp;&nbsp;Covered Bonds |
| &nbsp;&nbsp;&nbsp;3.124% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/18/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595549 |
| Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), | Latvia Government International Bond (Latvia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, GMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/17/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299682 |
| Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), | Lithuania Government International Bond (Lithuania), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.950% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/27 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566815 |
| &nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/01/32 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329962 |
| Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), | Magyar Export-Import Bank Zrt (Hungary), |
| &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/16/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380612 |
| Mexican Bonos (Mexico), | Mexican Bonos (Mexico), | Mexican Bonos (Mexico), | Mexican Bonos (Mexico), | Mexican Bonos (Mexico), |
| &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M | &nbsp;&nbsp;&nbsp;Bonds, Series M |
| &nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/33 | MXN | &nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312146 |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/29/31 | MXN | &nbsp;&nbsp;&nbsp;42540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262000 |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series M |
| &nbsp;&nbsp;&nbsp;7.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/23/34 | MXN | &nbsp;&nbsp;&nbsp;20500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056461 |
| Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), | Mexico Government International Bond (Mexico), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/17/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962339 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/19/29 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306779 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/34 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190666 |
| &nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/19/38 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119534 |
| New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), | New South Wales Treasury Corp. (Australia), |
| &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes | &nbsp;&nbsp;&nbsp;Local Gov't. Gtd. Notes |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/20/35 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520439 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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)** |
| 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;3.870% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/23/60 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$149040 |
| Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), | Peruvian Government International Bond (Peru), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/11/33 | EUR | &nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097336 |
| Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), | Philippine Government International Bond (Philippines), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/03/29 | EUR | &nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135541 |
| &nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/28/33 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297023 |
| 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;3.600%(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/20/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223160 |
| Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), | Province of Manitoba (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/05/50 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358817 |
| Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), | Province of Nova Scotia (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/51 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225857 |
| Province of Ontario (Canada), | Province of Ontario (Canada), | Province of Ontario (Canada), | Province of Ontario (Canada), | Province of Ontario (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;3.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/02/33 | CAD | &nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1522164 |
| Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (Canada), | Province of Quebec (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;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/01/33 | CAD | &nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476956 |
| &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;4.694%(s) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/01/39 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38965 |
| Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), | Province of Saskatchewan (Canada), |
| &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/02/48 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299362 |
| Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), | Region of Ile de France (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04/30/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233789 |
| Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), | Region of Lazio (Italy), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.088% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/31/43 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336656 |
| Republic of Austria Government International Bond (Austria), | Republic of Austria Government International Bond (Austria), | Republic of Austria Government International Bond (Austria), | Republic of Austria Government International Bond (Austria), | Republic of Austria Government International Bond (Austria), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y, 144A, MTN |
| &nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/01/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91608 |
| 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;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391651 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08/04/28 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324631 |
| &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;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325816 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/17/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355607 |
| &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;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505915 |
| &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;830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877565 |
| 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;Sr. Unsec'd. Notes, Series 2030 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 2030 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 2030 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 2030 | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 2030 |
| &nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/31/30 | ZAR | &nbsp;&nbsp;11235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652744 |
| Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), | Republic of South Africa Government International Bond (South Africa), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 30Y |
| &nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09/30/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196235 |

---

A31

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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)** |
| Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), | Romanian Government International Bond (Romania), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, 144A |
| &nbsp;&nbsp;&nbsp;3.624% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/26/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$28173 |
| &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;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29833 |
| &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;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134440 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/29/35 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24860 |
| Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), | Saudi Government International Bond (Saudi Arabia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07/09/39 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554034 |
| Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), | Serbia International Bond (Serbia), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05/15/27 | EUR | &nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1478378 |
| SFIL SA (France), | SFIL SA (France), | SFIL SA (France), | SFIL SA (France), | SFIL SA (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01/22/31 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699385 |
| 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;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239242 |
| Societe Des Grands Projets EPIC (France), | Societe Des Grands Projets EPIC (France), | Societe Des Grands Projets EPIC (France), | Societe Des Grands Projets EPIC (France), | Societe Des Grands Projets EPIC (France), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11/25/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506515 |
| 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;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133734 |
| &nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/40 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740157 |
| &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10/31/35 | EUR | &nbsp;&nbsp;&nbsp;2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3072977 |
| Thailand Government Bond (Thailand), | Thailand Government Bond (Thailand), | Thailand Government Bond (Thailand), | Thailand Government Bond (Thailand), | Thailand Government Bond (Thailand), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes |
| &nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06/17/34 | THB | &nbsp;&nbsp;55489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1902602 |
| Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), | Transport for London (United Kingdom), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, EMTN |
| &nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12/19/31 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263600 |
| 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;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540939 |
| Turkiye Government International Bond (Turkey), | Turkiye Government International Bond (Turkey), | Turkiye Government International Bond (Turkey), | Turkiye Government International Bond (Turkey), | Turkiye Government International Bond (Turkey), |
| &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y | &nbsp;&nbsp;&nbsp;Sr. Unsec'd. Notes, Series 7Y |
| &nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02/12/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284281 |
| 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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03/07/35 | GBP | &nbsp;&nbsp;&nbsp;5475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7249859 |
| **Total Sovereign Bonds<br>(cost $89,890,475)<br>** | **Total Sovereign Bonds<br>(cost $89,890,475)<br>** | **Total Sovereign Bonds<br>(cost $89,890,475)<br>** | **Total Sovereign Bonds<br>(cost $89,890,475)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89078307 |
| **U.S. Government Agency Obligations — 0.8%** | **U.S. Government Agency Obligations — 0.8%** | **U.S. Government Agency Obligations — 0.8%** | **U.S. Government Agency Obligations — 0.8%** | **U.S. Government Agency Obligations — 0.8%** |
| 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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/50 |  | &nbsp;&nbsp;&nbsp;1584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559478 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980304 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/01/54 |  | &nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2128949 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837542 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;06/01/55 |  | &nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719617 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687508 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/54 |  | &nbsp;&nbsp;&nbsp;1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718644 |
| &nbsp;&nbsp;&nbsp;6.750% | &nbsp;&nbsp;&nbsp;&nbsp;03/15/31 |  | &nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1462681 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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)** |
| Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. | Federal National Mortgage Assoc. |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/50 | &nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$954933 |
| &nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/51 | &nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1630737 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/01/52 | &nbsp;&nbsp;&nbsp;2728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421439 |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;05/01/52 | &nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110487 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;04/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704476 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;08/01/53 | &nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045216 |
| &nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828887 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140356 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;02/01/53 | &nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125551 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;09/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693031 |
| &nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/54 | &nbsp;&nbsp;&nbsp;1413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458336 |
| &nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/01/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177482 |
| &nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661398 |
| Government National Mortgage Assoc. | Government National Mortgage Assoc. | Government National Mortgage Assoc. | Government National Mortgage Assoc. |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/51 | &nbsp;&nbsp;&nbsp;1574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406395 |
| 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;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284967 |
| **Total U.S. Government Agency Obligations<br>(cost $25,714,457)<br>** | **Total U.S. Government Agency Obligations<br>(cost $25,714,457)<br>** | **Total U.S. Government Agency Obligations<br>(cost $25,714,457)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25738414 |
| **U.S. Treasury Obligations — 3.8%** | **U.S. Treasury Obligations — 3.8%** | **U.S. Treasury Obligations — 3.8%** | **U.S. Treasury Obligations — 3.8%** |
| U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds | U.S. Treasury Bonds |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/50(h) | &nbsp;&nbsp;&nbsp;9420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054419 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/42(h) | &nbsp;&nbsp;20275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15019340 |
| &nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/51(k) | &nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1788322 |
| &nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6806391 |
| &nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/42 | &nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1726521 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/42 | &nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1533375 |
| &nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/48(h)(k) | &nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088125 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549037 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/42(h) | &nbsp;&nbsp;13079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12091944 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;&nbsp;8240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7649037 |
| &nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511336 |
| &nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163505 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777197 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;&nbsp;3585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3607966 |
| &nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/55 | &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;50156 |
| &nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/45 | &nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776262 |
| U.S. Treasury Inflation Indexed Bonds, TIPS | U.S. Treasury Inflation Indexed Bonds, TIPS | U.S. Treasury Inflation Indexed Bonds, TIPS | U.S. Treasury Inflation Indexed Bonds, TIPS |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;3088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3148966 |
| &nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp;04/15/30 | &nbsp;&nbsp;&nbsp;3217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3266742 |
| &nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp;07/15/35 | &nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633250 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |
| &nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;02/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174769 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;04/30/27 | &nbsp;&nbsp;&nbsp;2690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693993 |
| &nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/28 | &nbsp;&nbsp;&nbsp;8945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8974351 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;05/31/27 | &nbsp;&nbsp;&nbsp;5740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5759955 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;04/30/30 | &nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222784 |
| &nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;06/30/30 | &nbsp;&nbsp;&nbsp;6905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6947617 |
| &nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;07/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115557 |
| &nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;05/31/32 | &nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002989 |
| &nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;05/15/35 | &nbsp;&nbsp;&nbsp;1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998562 |
| U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon | U.S. Treasury Strips Coupon |
| &nbsp;&nbsp;&nbsp;2.026%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/41(k) | &nbsp;&nbsp;10845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5076241 |
| &nbsp;&nbsp;&nbsp;2.203%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/43 | &nbsp;&nbsp;&nbsp;4745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003425 |
| &nbsp;&nbsp;&nbsp;2.481%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/44 | &nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;737608 |

---

A32

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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;2.769%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/44 | &nbsp;&nbsp;1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$408073 |
| &nbsp;&nbsp;&nbsp;3.298%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/40(k) | &nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2731629 |
| &nbsp;&nbsp;&nbsp;3.895%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/43(k) | &nbsp;&nbsp;5840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2501911 |
| &nbsp;&nbsp;&nbsp;4.500%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298108 |
| &nbsp;&nbsp;&nbsp;4.878%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270003 |
| &nbsp;&nbsp;&nbsp;4.920%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218124 |
| &nbsp;&nbsp;&nbsp;4.928%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77661 |
| &nbsp;&nbsp;&nbsp;4.967%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118981 |
| &nbsp;&nbsp;&nbsp;4.968%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/42(k) | &nbsp;&nbsp;7965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3566560 |
| &nbsp;&nbsp;&nbsp;4.991%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620009 |
| &nbsp;&nbsp;&nbsp;5.007%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117247 |
| &nbsp;&nbsp;&nbsp;5.021%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115500 |
| &nbsp;&nbsp;&nbsp;5.040%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111245 |
| &nbsp;&nbsp;&nbsp;5.056%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109697 |
| &nbsp;&nbsp;&nbsp;5.069%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108083 |
| &nbsp;&nbsp;&nbsp;5.095%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106441 |
| &nbsp;&nbsp;&nbsp;5.111%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103534 |
| &nbsp;&nbsp;&nbsp;5.117%(s) | &nbsp;&nbsp;&nbsp;&nbsp;05/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102202 |
| &nbsp;&nbsp;&nbsp;5.170%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97712 |
| &nbsp;&nbsp;&nbsp;5.192%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94868 |
| &nbsp;&nbsp;&nbsp;5.196%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93504 |
| &nbsp;&nbsp;&nbsp;5.220%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/45 | &nbsp;&nbsp;1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392387 |
| &nbsp;&nbsp;&nbsp;5.224%(s) | &nbsp;&nbsp;&nbsp;&nbsp;08/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89559 |
| &nbsp;&nbsp;&nbsp;5.239%(s) | &nbsp;&nbsp;&nbsp;&nbsp;02/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87042 |
| &nbsp;&nbsp;&nbsp;5.246%(s) | &nbsp;&nbsp;&nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83723 |
| **Total U.S. Treasury Obligations<br>(cost $127,766,598)<br>** | **Total U.S. Treasury Obligations<br>(cost $127,766,598)<br>** | **Total U.S. Treasury Obligations<br>(cost $127,766,598)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122573545 |

---

---

| | |
|:---|:---|
| **Options Purchased — 0.0%** | **Options Purchased — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $0) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7657 |
| **Options Written\*~ — (0.0)%** | **Options Written\*~ — (0.0)%** |
| &nbsp;&nbsp;&nbsp;(premiums received $0) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7660) |
| **Total Long-Term Investments<br>(cost $2,611,088,970)<br>** | 2918799159 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** |  |
| **Short-Term Investments — 10.3%** | **Short-Term Investments — 10.3%** | **Short-Term Investments — 10.3%** |
| **Affiliated Mutual Funds — 9.9%** | **Affiliated Mutual Funds — 9.9%** | **Affiliated Mutual Funds — 9.9%** |
| &nbsp;&nbsp;&nbsp;PGIM Core Ultra Short Bond Fund(wa) | 299907373 | 299907373 |
| &nbsp;&nbsp;&nbsp;PGIM Institutional Money Market Fund (7-day effective yield 4.350%)(b)(wa) | &nbsp;&nbsp;&nbsp;21642028 | &nbsp;&nbsp;&nbsp;21629043 |
| **Total Affiliated Mutual Funds<br>(cost $321,536,397)<br>** | **Total Affiliated Mutual Funds<br>(cost $321,536,397)<br>** | 321536416 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Interest<br> Rate** | **Maturity<br> Date** | **Principal<br> Amount<br> (000)#** |  |
| **U.S. Treasury Obligation(k)(n) — 0.4%** | **U.S. Treasury Obligation(k)(n) — 0.4%** | **U.S. Treasury Obligation(k)(n) — 0.4%** | **U.S. Treasury Obligation(k)(n) — 0.4%** |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| &nbsp;&nbsp;&nbsp;3.965% | &nbsp;&nbsp;&nbsp;&nbsp;12/11/25 | &nbsp;&nbsp;12000 | 11908883 |
| &nbsp;&nbsp;&nbsp;(cost $11,907,085) | &nbsp;&nbsp;&nbsp;(cost $11,907,085) |  |  |

---

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;**Value** |
| **Options Purchased\*~ — 0.0%** | **Options Purchased\*~ — 0.0%** |
| &nbsp;&nbsp;&nbsp;(cost $247,208) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$93244 |
| **Total Short-Term Investments<br>(cost $333,690,690)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333538543 |
| **TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN—100.3%<br>(cost $2,944,779,660)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3252337702 |

---

---

| | |
|:---|:---|
| **Options Written\*~ — (0.0)%** |  |
| &nbsp;&nbsp;&nbsp;(premiums received $547,373) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(357200) |
| **TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN—100.3%<br>(cost $2,944,232,287)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;3251980502 |
| **Liabilities in excess of other assets(z) — (0.3)%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9128708) |
| **Net Assets — 100.0%<br>** | &nbsp;&nbsp;&nbsp;$3242851794 |

---

---

| | |
|:---|:---|
| 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 |
| IDR | Indonesian Rupiah |
| 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 |
| PEN | Peruvian Nuevo Sol |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| RON | Romanian Leu |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | New Taiwanese Dollar |
| USD | US Dollar |
| ZAR | South African Rand |

---

A33

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | |
|:---|:---|
| 144A | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. |
| A | Annual payment frequency for swaps |
| ADR | American Depositary Receipt |
| BARC | Barclays Bank PLC |
| BBR | New Zealand Bank Bill Rate |
| BBSW | Australian Bank Bill Swap Reference Rate |
| BNP | BNP Paribas S.A. |
| BNY | Bank of New York Mellon |
| BOA | Bank of America, N.A. |
| BROIS | Brazil Overnight Index Swap |
| BTP | Buoni del Tesoro Poliennali |
| BUBOR | Budapest Interbank Offered Rate |
| CA | Credit Agricole Securities Inc. |
| 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 |
| CME | Chicago Mercantile Exchange |
| CMS | Constant Maturity Swap |
| CORRA | Canadian Overnight Repo Rate Average |
| CVA | Certificate Van Aandelen (Bearer) |
| DAC | Designated Activity Company |
| DB | Deutsche Bank AG |
| EAFE | Europe, Australasia, Far East |
| EMTN | Euro Medium Term Note |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| EuroSTR | Euro Short-Term Rate |
| FHLMC | Federal Home Loan Mortgage Corporation |
| GMTN | Global Medium Term Note |
| GSI | Goldman Sachs International |
| HSBC | HSBC Bank PLC |
| IO | Interest Only (Principal amount represents notional) |
| JPM | JPMorgan Chase Bank N.A. |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| KWCDC | Korean Won Certificate of Deposit |
| LP | Limited Partnership |
| M | Monthly payment frequency for swaps |
| MPLE | Maple Bonds |
| MSCI | Morgan Stanley Capital International |
| MSI | Morgan Stanley & Co. International PLC |
| MTN | Medium Term Note |
| N/A | Not Applicable |
| NIBOR | Norwegian Interbank Offered Rate |
| NYSE | New York Stock Exchange |
| OAT | Obligations Assimilables du Tresor |
| OTC | Over-the-counter |
| PJSC | Public Joint-Stock Company |
| PRFC | Preference Shares |
| PRIBOR | Prague Interbank Offered Rate |
| Q | Quarterly payment frequency for swaps |
| RBC | Royal Bank of Canada |
| REITs | Real Estate Investment Trust |
| REMIC | Real Estate Mortgage Investment Conduit |
| S | Semiannual payment frequency for swaps |
| S&P | Standard & Poor's |
| SARON | Swiss Average Rate Overnight |
| SHIR | Shekel Overnight Interest Rate |

---

---

| | |
|:---|:---|
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Index Average |
| SORA | Singapore Overnight Rate Average |
| SPDR | Standard & Poor's Depositary Receipts |
| SSB | State Street Bank & Trust Company |
| STIBOR | Stockholm Interbank Offered Rate |
| STRIPs | Separate Trading of Registered Interest and Principal of Securities |
| T | Swap payment upon termination |
| TAIBOR | Taiwan Interbank Offered Rate |
| TD | The Toronto-Dominion Bank |
| THOR | Thai Overnight Repurchase Rate |
| TIPS | Treasury Inflation-Protected Securities |
| TONAR | Tokyo Overnight Average Rate |
| 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 |

---

---

| | |
|:---|:---|
| \* | 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 $0; cash collateral of $0 (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 September 30, 2025. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of September 30, 2025. 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. |

---

A34

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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;$44850 | &nbsp;&nbsp;&nbsp;&nbsp;$175603 | &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;0.0 |
| &nbsp;&nbsp;&nbsp;**Total** |  | &nbsp;&nbsp;&nbsp;&nbsp;$44850 | &nbsp;&nbsp;&nbsp;&nbsp;$175603 | &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:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 3 Month SOFR &nbsp;&nbsp;Call | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$99.75 |  | &nbsp;&nbsp;28 |  | &nbsp;&nbsp;70 | &nbsp;&nbsp;$175 |
| 3 Month SOFR &nbsp;&nbsp;Call | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$99.75 |  | &nbsp;&nbsp;&nbsp;&nbsp;3 |  | &nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| **Total Exchange Traded (cost $434)** |  |  |  |  |  |  | &nbsp;&nbsp;$194 |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;$12 |
| 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;5505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| 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;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| 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;11010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| Currency Option EUR vs HUF | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;430.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Currency Option EUR vs PLN | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;10/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option EUR vs PLN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option EUR vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| Currency Option EUR vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576 |
| Currency Option EUR vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2577 | &nbsp;&nbsp;&nbsp;&nbsp;1521 |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | HSBC | &nbsp;&nbsp;11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| Currency Option USD vs CNH | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;12/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.70 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;7047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 |
| Currency Option USD vs JPY | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;160.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs JPY | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;165.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/13/25 | &nbsp;&nbsp;1500.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/23/25 | &nbsp;&nbsp;1600.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43.75 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;10/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;3083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;11/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;1234 |
| Currency Option USD vs TWD | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Currency Option USD vs TWD | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Currency Option EUR vs USD | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.10 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs CNH | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;12/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.90 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;7047 | &nbsp;&nbsp;&nbsp;&nbsp;3011 |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;01/08/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;01/08/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs JPY | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;130.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs JPY | &nbsp;&nbsp;&nbsp;Put | DB | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;130.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |

---

A35

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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 | MSI | &nbsp;&nbsp;10/13/25 | &nbsp;&nbsp;1375.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;$166 |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;1827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Currency Option USD vs ZAR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;10/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| **Total OTC Traded (cost $30,232)** | **Total OTC Traded (cost $30,232)** | **Total OTC Traded (cost $30,232)** |  |  |  |  |  |  | &nbsp;&nbsp;$7800 |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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, 02/06/27 | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;02/04/26 | &nbsp;&nbsp;2.81% | &nbsp;&nbsp;2.81%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% |  | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;$2143 |
| 1-Year Interest Rate Swap, 12/05/26 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;12/03/25 | &nbsp;&nbsp;2.05% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.032% | &nbsp;&nbsp;2.05%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
| 1-Year Interest Rate Swap, 12/05/26 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;12/03/25 | &nbsp;&nbsp;3.50% | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.032% | &nbsp;&nbsp;3.50%(A) | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 2-Year Interest Rate Swap, 11/18/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;11/14/25 | &nbsp;&nbsp;3.54% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% | &nbsp;&nbsp;3.54%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1298 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;3.61% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% | &nbsp;&nbsp;3.61%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7643 |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;7.22% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% | &nbsp;&nbsp;7.22%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| 10-Year Interest Rate Swap, 10/30/35 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;10/28/25 | &nbsp;&nbsp;4.13% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% | &nbsp;&nbsp;4.13%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| 30-Year Interest Rate Swap, 11/04/55 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;10/31/25 | &nbsp;&nbsp;4.05% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% | &nbsp;&nbsp;4.05%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2259 |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;0.55% | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;65680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7431 |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;&nbsp;Put | RBC | &nbsp;&nbsp;12/17/25 | &nbsp;&nbsp;0.55% | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71138 |
| **Total OTC Swaptions (cost $216,542)** | **Total OTC Swaptions (cost $216,542)** | **Total OTC Swaptions (cost $216,542)** | **Total OTC Swaptions (cost $216,542)** | **Total OTC Swaptions (cost $216,542)** | **Total OTC Swaptions (cost $216,542)** | **Total OTC Swaptions (cost $216,542)** |  |  | &nbsp;&nbsp;$92907 |
| **Total Options Purchased (cost $247,208)** | **Total Options Purchased (cost $247,208)** | **Total Options Purchased (cost $247,208)** | **Total Options Purchased (cost $247,208)** | **Total Options Purchased (cost $247,208)** | **Total Options Purchased (cost $247,208)** | **Total Options Purchased (cost $247,208)** |  |  | $100901 |

---

#### Options Written:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** | **Exchange Traded** |
| **Description** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| 3 Month SOFR &nbsp;&nbsp;Call | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$99.25 |  | &nbsp;&nbsp;13 |  | &nbsp;&nbsp;33 | &nbsp;&nbsp;$(81) |
| 3 Month SOFR &nbsp;&nbsp;Call | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;$99.25 |  | &nbsp;&nbsp;&nbsp;&nbsp;1 |  | &nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| **Total Exchange Traded (premiums received $68)** |  |  |  |  |  |  | &nbsp;&nbsp;$(87) |

---

A36

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** | **OTC Traded** |  |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Contracts** |  | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |  |
| Currency Option EUR vs HUF | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;393.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;$(1392) |
| Currency Option EUR vs PLN | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;10/13/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.27 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2531) |
| Currency Option EUR vs PLN | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5537) |
| Currency Option EUR vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3162) |
| Currency Option EUR vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/23/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51.50 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11960) |
| Currency Option EUR vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52.00 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;2577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26897) |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(498) |
| Currency Option USD vs BRL | &nbsp;&nbsp;Call | HSBC | &nbsp;&nbsp;11/06/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.70 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2287) |
| Currency Option USD vs CNH | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;12/05/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.22 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;7047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4533) |
| Currency Option USD vs JPY | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;148.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2835) |
| Currency Option USD vs JPY | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;145.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17028) |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/13/25 | &nbsp;&nbsp;1400.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2389) |
| Currency Option USD vs KRW | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/23/25 | &nbsp;&nbsp;1385.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34468) |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;10/02/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43.75 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13) |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4056) |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | CITI | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7053) |
| Currency Option USD vs TRY | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;11/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9928) |
| Currency Option USD vs TWD | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30.10 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11688) |
| Currency Option USD vs TWD | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8641) |
| Currency Option USD vs ZAR | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.60 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1958) |
| Currency Option EUR vs USD | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.18 |  | &nbsp;&nbsp;— | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3816) |
| Currency Option USD vs INR | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;01/08/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;3569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3080) |
| Currency Option USD vs JPY | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;148.00 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9503) |
| Currency Option USD vs JPY | &nbsp;&nbsp;&nbsp;Put | DB | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;146.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5499) |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.75 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(251) |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;10/09/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.80 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(265) |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;11/12/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.25 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;1827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2917) |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2449) |
| Currency Option USD vs TWD | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29.50 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1298) |
| Currency Option USD vs ZAR | &nbsp;&nbsp;&nbsp;Put | MSI | &nbsp;&nbsp;10/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.40 |  | &nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8858) |
| **Total OTC Traded (premiums received $329,583)** | **Total OTC Traded (premiums received $329,583)** | **Total OTC Traded (premiums received $329,583)** |  |  |  |  |  |  | &nbsp;&nbsp;$(196790) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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, 02/06/27 | &nbsp;&nbsp;Call | MSI | &nbsp;&nbsp;02/04/26 | &nbsp;&nbsp;2.37% | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% | &nbsp;&nbsp;2.37%(A) |  | &nbsp;&nbsp;&nbsp;&nbsp;9860 | &nbsp;&nbsp;&nbsp;&nbsp;$(1571) |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;Call | JPM | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;0.48% | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;65680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33878) |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;Call | RBC | &nbsp;&nbsp;12/17/25 | &nbsp;&nbsp;0.48% | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;1.00%(Q) |  | &nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69718) |
| 1-Year Interest Rate Swap, 12/05/26 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;12/03/25 | &nbsp;&nbsp;2.20% | &nbsp;&nbsp;2.20%(A) | &nbsp;&nbsp;3 Month EURIBOR(Q)/ 2.032% | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(140) |
| 2-Year Interest Rate Swap, 11/18/27 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;11/14/25 | &nbsp;&nbsp;3.68% | &nbsp;&nbsp;3.68%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% |  | &nbsp;&nbsp;&nbsp;&nbsp;4930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(708) |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;3.86% | &nbsp;&nbsp;3.86%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% |  | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4756) |
| 2-Year Interest Rate Swap, 09/30/28 | &nbsp;&nbsp;&nbsp;Put | CITI | &nbsp;&nbsp;09/28/26 | &nbsp;&nbsp;4.11% | &nbsp;&nbsp;4.11%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% |  | &nbsp;&nbsp;&nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2904) |
| 10-Year Interest Rate Swap, 10/30/35 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;10/28/25 | &nbsp;&nbsp;4.32% | &nbsp;&nbsp;4.32%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% |  | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) |

---

A37

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** | **OTC Swaptions** |
| **Description** | &nbsp;&nbsp;**Call/<br> Put** | **Counterparty** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Strike** | &nbsp;&nbsp;**Receive** | &nbsp;&nbsp;**Pay** | &nbsp;&nbsp;**Notional<br> Amount<br> (000)#** | &nbsp;&nbsp;**Value** |
| 30-Year Interest Rate Swap, 11/04/55 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;10/31/25 | &nbsp;&nbsp;4.17% | &nbsp;&nbsp;4.17%(A) | &nbsp;&nbsp;1 Day SOFR(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590 | &nbsp;&nbsp;&nbsp;&nbsp;$(1877) |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;&nbsp;Put | JPM | &nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;65680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1373) |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;0.65% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;10480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3001) |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;0.65% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;52130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14927) |
| CDX.NA.IG.44.V1, 06/20/30 | &nbsp;&nbsp;&nbsp;Put | RBC | &nbsp;&nbsp;12/17/25 | &nbsp;&nbsp;0.70% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.44.V1(Q) | &nbsp;&nbsp;68500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28870) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;0.68% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(675) |
| CDX.NA.IG.45.V1, 12/20/30 | &nbsp;&nbsp;&nbsp;Put | GSI | &nbsp;&nbsp;11/19/25 | &nbsp;&nbsp;0.68% | &nbsp;&nbsp;1.00%(Q) | &nbsp;&nbsp;CDX.NA.IG.45.V1(Q) | &nbsp;&nbsp;&nbsp;&nbsp;9340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3561) |
| **Total OTC Swaptions (premiums received $217,722)** | **Total OTC Swaptions (premiums received $217,722)** | **Total OTC Swaptions (premiums received $217,722)** | **Total OTC Swaptions (premiums received $217,722)** | **Total OTC Swaptions (premiums received $217,722)** | **Total OTC Swaptions (premiums received $217,722)** | **Total OTC Swaptions (premiums received $217,722)** |  | $(167983) |
| **Total Options Written (premiums received $547,373)** | **Total Options Written (premiums received $547,373)** | **Total Options Written (premiums received $547,373)** | **Total Options Written (premiums received $547,373)** | **Total Options Written (premiums received $547,373)** | **Total Options Written (premiums received $547,373)** | **Total Options Written (premiums received $547,373)** |  | $(364860) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at September 30, 2025:** | **Futures contracts outstanding at September 30, 2025:** | **Futures contracts outstanding at September 30, 2025:** | **Futures contracts outstanding at September 30, 2025:** | **Futures contracts outstanding at September 30, 2025:** |
| **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:** |
| 49 | &nbsp;&nbsp;90 Day Euro EURIBOR | &nbsp;&nbsp;Dec. 2026 | &nbsp;&nbsp;$14090875 | &nbsp;&nbsp;&nbsp;$(16446) |
| 57 | &nbsp;&nbsp;3 Month CME SOFR | &nbsp;&nbsp;Mar. 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13724888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12675 |
| 191 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39804102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13052) |
| 38 | &nbsp;&nbsp;5 Year Canadian Government Bonds | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3148782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5712 |
| 1661 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;181373410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109296 |
| 22 | &nbsp;&nbsp;10 Year Korean Treasury Bonds | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17875) |
| 9 | &nbsp;&nbsp;10 Year Canadian Government Bonds | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16324 |
| 11 | &nbsp;&nbsp;10 Year Euro-Bund | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1660424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221) |
| 3 | &nbsp;&nbsp;10 Year Japanese Bonds | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2754640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21097) |
| 30 | &nbsp;&nbsp;10 Year U.K. Gilt | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9079 |
| 1058 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;119025000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385021 |
| 593 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68241331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772764 |
| 546 | &nbsp;&nbsp;20 Year U.S. Treasury Bonds | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63660188 | &nbsp;&nbsp;&nbsp;&nbsp;1290688 |
| 23 | &nbsp;&nbsp;30 Year Euro Buxl | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3091321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15662) |
| 159 | &nbsp;&nbsp;30 Year U.S. Ultra Treasury Bonds | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19089938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385323 |
| 1 | &nbsp;&nbsp;Euro Schatz Index | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| 65 | &nbsp;&nbsp;Euro-BTP Italian Government Bond | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9145380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96133 |
| 222 | &nbsp;&nbsp;Mini MSCI EAFE Index | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30916830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17161) |
| 99 | &nbsp;&nbsp;Russell 2000 E-Mini Index | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12154725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76439 |
| 137 | &nbsp;&nbsp;S&P 500 E-Mini Index | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46160438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396587 |
| 30 | &nbsp;&nbsp;Short Euro-BTP | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3801633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;3457398 |
| **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** | **Short Positions:** |
| 49 | &nbsp;&nbsp;90 Day Euro EURIBOR | &nbsp;&nbsp;Dec. 2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14029032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2886) |
| 114 | &nbsp;&nbsp;2 Year U.S. Treasury Notes | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23757422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(800) |
| 90 | &nbsp;&nbsp;5 Year Euro-Bobl | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12448335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1543) |
| 77 | &nbsp;&nbsp;5 Year U.S. Treasury Notes | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8408039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4652) |
| 88 | &nbsp;&nbsp;10 Year Euro-Bund | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13283390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5424 |
| 43 | &nbsp;&nbsp;10 Year U.S. Treasury Notes | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11600) |
| 38 | &nbsp;&nbsp;10 Year U.S. Ultra Treasury Notes | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4372969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25170 |

---

A38

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures contracts outstanding at September 30, 2025 (continued):** | **Futures contracts outstanding at September 30, 2025 (continued):** | **Futures contracts outstanding at September 30, 2025 (continued):** | **Futures contracts outstanding at September 30, 2025 (continued):** | **Futures contracts outstanding at September 30, 2025 (continued):** |
| **Number<br> of<br> Contracts** | &nbsp;&nbsp;**Type** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Current<br> Notional<br> Amount** | &nbsp;&nbsp;**Value /<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Short Positions (cont'd):** | **Short Positions (cont'd):** | **Short Positions (cont'd):** | **Short Positions (cont'd):** | **Short Positions (cont'd):** |
| 2 | &nbsp;&nbsp;30 Year Euro Buxl | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$268810 | &nbsp;&nbsp;&nbsp;&nbsp;$(2162) |
| 37 | &nbsp;&nbsp;30 Year U.S. Ultra Treasury Bonds | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53257) |
| 74 | &nbsp;&nbsp;British Pound Currency | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6221088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26192 |
| 15 | &nbsp;&nbsp;Canadian Dollar Currency | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1081500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8753 |
| 363 | &nbsp;&nbsp;Euro Currency | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53506200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(327053) |
| 49 | &nbsp;&nbsp;Euro Schatz Index | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6154394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5123 |
| 5 | &nbsp;&nbsp;Euro-OAT | &nbsp;&nbsp;Dec. 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7813) |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341104) |
|  |  |  |  | &nbsp;&nbsp;$3116294 |

---

#### Bond forward contract outstanding at September 30, 2025:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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** |
| U.S. Treasury Bond | U.S. Treasury Bond |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;5.000%, 05/15/45 | JPM | 12/03/25 | 3555 | $100.87 | $3585983 | $3690369 | $104386 | $— |

---

#### Forward foreign currency exchange contracts outstanding at September 30, 2025:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 10/15/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$65710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$66053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| &nbsp;&nbsp;&nbsp;Expiring 10/15/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/15/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(384) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;AUD | &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;20394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(157) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646 | &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 10/02/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5192319 | &nbsp;&nbsp;&nbsp;&nbsp;151131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/02/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 11/04/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5957720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5943364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14356) |
| British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, | British Pound, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4695) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNY | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5683) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4087) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4465) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1299) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1506) |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CA | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8183 | &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 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(416) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(580) |
| &nbsp;&nbsp;&nbsp;Expiring 11/19/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667031 | &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;— |

---

A39

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

#### Forward foreign currency exchange contracts outstanding at September 30, 2025 (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.):** |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$69082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$69324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2323) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(985) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3104382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3120922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(376) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3181763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2927405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25600) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2024325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;386394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 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 11/19/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;HKD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429 | &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 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5078) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;DB | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1021) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3439) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4087) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4832) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1827) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6463) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2170) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(694) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(295) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3376) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;1187873 | &nbsp;&nbsp;&nbsp;&nbsp;13407903 | &nbsp;&nbsp;&nbsp;&nbsp;13307387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(100516) |
| Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;IDR | &nbsp;&nbsp;20174035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22521) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;IDR | &nbsp;&nbsp;17679490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1057296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1204) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;IDR | &nbsp;&nbsp;17096864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1022453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18547) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;IDR | &nbsp;&nbsp;14733567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12881) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;IDR | &nbsp;&nbsp;11180050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11393) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;IDR | &nbsp;&nbsp;10299900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &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 10/15/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/15/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &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 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(975) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3023) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2297408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2417) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(193) |
| &nbsp;&nbsp;&nbsp;Expiring 11/19/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(930) |
| &nbsp;&nbsp;&nbsp;Expiring 11/19/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83) |
| &nbsp;&nbsp;&nbsp;Expiring 11/19/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2232) |

---

A40

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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 12/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44291 | &nbsp;&nbsp;$1479578 | &nbsp;&nbsp;$1462532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$(17046) |
| 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 10/15/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1937) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2129) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26663) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9242) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13266) |
| Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, | Norwegian Krone, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1559) |
| Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1985796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2010519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12358) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7039630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6922409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(117221) |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, | Singapore Dollar, |
| &nbsp;&nbsp;&nbsp;Expiring 11/19/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2995) |
| 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 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1541351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16038 | &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 11/19/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1977) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(540) |
| Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, | Swedish Krona, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4456) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5464) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(537) |
| Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, | Swiss Franc, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(541) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(316) |
| Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, | Thai Baht, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(652) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1285) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1794) |
| Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, | Turkish Lira, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$92367261 | &nbsp;&nbsp;$92252682 | &nbsp;&nbsp;&nbsp;&nbsp;385026 | &nbsp;&nbsp;&nbsp;&nbsp;(499605) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 10/15/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$19391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(215) |
| &nbsp;&nbsp;&nbsp;Expiring 10/15/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90) |

---

A41

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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 10/15/25 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$73728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$74325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(597) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16322) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2070) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2531247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4459) |
| Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, | Brazilian Real, |
| &nbsp;&nbsp;&nbsp;Expiring 10/02/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31908 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5992333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11686 | &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 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8770749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(550) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507874 | &nbsp;&nbsp;&nbsp;&nbsp;&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) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3495) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;TD | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4851539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4867471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15932) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;TD | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2119444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6960) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4220 | &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 10/15/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/15/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &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;69400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/15/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/15/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3065511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3309554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CAD | &nbsp;&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;&nbsp;&nbsp;49245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &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;1209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12171 | &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;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, | Chilean Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;CLP | &nbsp;&nbsp;&nbsp;&nbsp;1111382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15096 | &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 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;TD | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10562832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10561380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;TD | &nbsp;&nbsp;CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6076949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6076114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &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 12/17/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;1848706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4440) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;1631039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5066) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;COP | &nbsp;&nbsp;&nbsp;&nbsp;1848706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1229) |
| Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, | Czech Koruna, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63456) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2423355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4415) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &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 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23) |
| Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, | Euro, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42304649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42539437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(234788) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25418) |

---

A42

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.):** |
| Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), | Euro (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$378078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$379865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1787) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31548283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31501229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;DB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(150) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4492989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4486672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35542801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35564941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22140) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(583) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;EUR | &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;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 | &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;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42493164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42539438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46274) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4600208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5009) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17185) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;UAG | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41484981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41444401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(176) |
| Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, | Hungarian Forint, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2468) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1898403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14061) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2519) |
| Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, | Indian Rupee, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, | Indonesian Rupiah, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;IDR | &nbsp;&nbsp;13170990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;IDR | &nbsp;&nbsp;&nbsp;&nbsp;9114917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6349 | &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 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BNP | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 | &nbsp;&nbsp;&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;1103 | &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;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;Expiring 11/19/25 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, | Mexican Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1674443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19441) |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1018) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;DB | &nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8741) |
| 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 10/22/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15461 | &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 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;NOK | &nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, | Peruvian Nuevo Sol, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6759) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3258) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3323) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4190) |

---

A43

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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.):** |
| Peruvian Nuevo Sol (cont'd.), | Peruvian Nuevo Sol (cont'd.), | Peruvian Nuevo Sol (cont'd.), | Peruvian Nuevo Sol (cont'd.), | Peruvian Nuevo Sol (cont'd.), | Peruvian Nuevo Sol (cont'd.), | Peruvian Nuevo Sol (cont'd.), | Peruvian Nuevo Sol (cont'd.), |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$715493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(5493) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4643) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2036) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;SSB | &nbsp;&nbsp;PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7949) |
| Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, | Philippine Peso, |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;PHP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, | Polish Zloty, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;BARC | &nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2263) |
| Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, | Romanian Leu, |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;RON | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &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 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1938182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;BOA | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13465059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13411154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53905 | &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 11/19/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;JPM | &nbsp;&nbsp;KRW | &nbsp;&nbsp;&nbsp;&nbsp;1796392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15571 | &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 10/22/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &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 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1127) |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;WBC | &nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &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 10/22/25 | &nbsp;&nbsp;GSI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 10/22/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1359967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;CITI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;HSBC | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3115362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Expiring 12/17/25 | &nbsp;&nbsp;MSI | &nbsp;&nbsp;THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  | &nbsp;&nbsp;$330175851 | &nbsp;&nbsp;$330122936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(573421) |
|  |  |  |  |  |  | &nbsp;&nbsp;$1011362 | &nbsp;&nbsp;$(1073026) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Cross currency exchange contracts outstanding at September 30, 2025:** | **Cross currency exchange contracts outstanding at September 30, 2025:** | **Cross currency exchange contracts outstanding at September 30, 2025:** | **Cross currency exchange contracts outstanding at September 30, 2025:** | **Cross currency exchange contracts outstanding at September 30, 2025:** | **Cross currency exchange contracts outstanding at September 30, 2025:** | **Cross currency exchange contracts outstanding at September 30, 2025:** | **Cross currency exchange contracts outstanding at September 30, 2025:** | **Cross currency exchange contracts outstanding at September 30, 2025:** |
| **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:** |
| 10/22/25 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;$3727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;CITI |
| 10/22/25 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;296468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9498) | &nbsp;&nbsp;CITI |
| 10/22/25 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;375 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4753) | &nbsp;&nbsp;GSI |
| 10/22/25 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;NZD | &nbsp;&nbsp;&nbsp;&nbsp;878 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;CITI |
| 10/22/25 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1118) | &nbsp;&nbsp;MSI |
| 10/22/25 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;2395 | &nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58) | &nbsp;&nbsp;CITI |
| 10/22/25 | &nbsp;&nbsp;Buy | &nbsp;&nbsp;SEK | &nbsp;&nbsp;4782 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) | &nbsp;&nbsp;CITI |
|  |  |  |  |  |  | &nbsp;&nbsp;$4289 | &nbsp;&nbsp;$(15445) |  |

---

A44

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

#### Credit default swap agreements outstanding at September 30, 2025:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 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)\*\*:** | **OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)\*\*:** |
| Arab Republic of Egypt | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;$55863 | &nbsp;&nbsp;$12 | &nbsp;&nbsp;$55851 | MSI |
| Dominican Republic | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6628 | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6616 | MSI |
| Emirate of Abu Dhabi | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;(15883) | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;(15895) | MSI |
| Federal Republic of Nigeria | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;58200 | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;58188 | MSI |
| Federation of Malaysia | 06/20/30 | 1.000%(Q) | 750 | &nbsp;&nbsp;&nbsp;&nbsp;(19971) | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;(19990) | MSI |
| Federative Republic of Brazil | 06/20/30 | 1.000%(Q) | 2250 | &nbsp;&nbsp;&nbsp;&nbsp;22572 | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;22516 | MSI |
| Kingdom of Bahrain | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;10977 | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;10965 | MSI |
| Kingdom of Morocco | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7264) | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7276) | MSI |
| Kingdom of Saudi Arabia | 06/20/30 | 1.000%(Q) | 1250 | &nbsp;&nbsp;&nbsp;&nbsp;(20155) | &nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;(20186) | MSI |
| People's Republic of China | 06/20/30 | 1.000%(Q) | 2250 | &nbsp;&nbsp;&nbsp;&nbsp;(64018) | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;(64074) | MSI |
| Republic of Argentina | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;213291 | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;213279 | MSI |
| Republic of Chile | 06/20/30 | 1.000%(Q) | 1500 | &nbsp;&nbsp;&nbsp;&nbsp;(35303) | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;(35340) | MSI |
| Republic of Colombia | 06/20/30 | 1.000%(Q) | 1750 | &nbsp;&nbsp;&nbsp;&nbsp;55896 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;55852 | MSI |
| Republic of Indonesia | 06/20/30 | 1.000%(Q) | 2000 | &nbsp;&nbsp;&nbsp;&nbsp;(21210) | &nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;(21260) | MSI |
| Republic of Ivory Coast | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;43472 | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;43460 | MSI |
| Republic of Panama | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179 | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6167 | MSI |
| Republic of Peru | 06/20/30 | 1.000%(Q) | 750 | &nbsp;&nbsp;&nbsp;&nbsp;(11915) | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;(11934) | MSI |
| Republic of Philippines | 06/20/30 | 1.000%(Q) | 750 | &nbsp;&nbsp;&nbsp;&nbsp;(14787) | &nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;(14806) | MSI |
| Republic of South Africa | 06/20/30 | 1.000%(Q) | 2250 | &nbsp;&nbsp;&nbsp;&nbsp;48180 | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;48124 | MSI |
| Republic of Turkey | 06/20/30 | 1.000%(Q) | 2250 | &nbsp;&nbsp;&nbsp;129692 | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;129636 | MSI |
| Sultanate of Oman | 06/20/30 | 1.000%(Q) | 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7408) | &nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7420) | MSI |
| United Mexican States | 06/20/30 | 1.000%(Q) | 2250 | &nbsp;&nbsp;&nbsp;&nbsp;(17303) | &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;(17359) | MSI |
|  |  |  |  | $415733 | $619 | $415114 |  |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied<br> Credit<br> Spread at<br> September 30,<br> 2025(4)** | **Fair<br> Value** | **Upfront<br> Premiums<br> Paid<br> (Received)** | **Unrealized<br> Appreciation<br> (Depreciation)** | **Counterparty** |
| **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)\*\*:** | **OTC Packaged Credit Default Swap Agreement on credit indices— Sell Protection(2)\*\*:** |
| CDX.EM.43.V1 | 06/20/30 | 1.000%(Q) | 25000 | 1.366% | $(380351) | $(5118) | $(375233) | MSI |

---

\*\* 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) |  | 415 | $(10303) | &nbsp;&nbsp;$(3158) | &nbsp;&nbsp;&nbsp;&nbsp;$(7145) | JPM |
| Industrial & Commercial Bank of China Ltd. | 06/20/29 | 1.000%(Q) |  | 415 | &nbsp;&nbsp;&nbsp;(10892) | &nbsp;&nbsp;&nbsp;&nbsp;(2757) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8135) | JPM |
| Israel Electric Corp. Ltd. | 03/20/32 | 1.000%(Q) |  | 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;15380 | &nbsp;&nbsp;&nbsp;&nbsp;(12300) | BARC |
| Kingdom of Morocco | 12/20/27 | 1.000%(Q) |  | 270 | &nbsp;&nbsp;&nbsp;&nbsp;(4158) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7382) | BNP |
| Republic of Italy | 12/20/27 | 1.000%(Q) | EUR | 1370 | &nbsp;&nbsp;&nbsp;(34171) | &nbsp;&nbsp;&nbsp;(22248) | &nbsp;&nbsp;&nbsp;&nbsp;(11923) | BARC |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(572) | &nbsp;&nbsp;&nbsp;&nbsp;56665 | &nbsp;&nbsp;&nbsp;&nbsp;(57237) | JPM |
| Republic of South Africa | 12/20/28 | 1.000%(Q) |  | 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(381) | &nbsp;&nbsp;&nbsp;&nbsp;36970 | &nbsp;&nbsp;&nbsp;&nbsp;(37351) | MSI |
|  |  |  |  |  | $(57397) | $84076 | $(141473) |  |

---

A45

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

#### Credit default swap agreements outstanding at September 30, 2025 (continued):<br>

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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> September 30,<br> 2025(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) |  | 255 | 0.329% | &nbsp;&nbsp;&nbsp;$7533 | &nbsp;&nbsp;&nbsp;$6636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$897 | GSI |
| Bank of America Corp. | 12/20/25 | 1.000%(Q) |  | 715 | 0.222% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | CITI |
| Barclays Bank PLC | 06/20/26 | 1.000%(Q) | EUR | 135 | 0.257% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118 | GSI |
| Citigroup, Inc. | 12/20/26 | 1.000%(Q) |  | 870 | 0.305% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | GSI |
| Commerzbank AG | 12/20/25 | 1.000%(Q) | EUR | 220 | 0.147% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | BARC |
| Commerzbank AG | 12/20/25 | 1.000%(Q) | EUR | 195 | 0.147% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | BARC |
| Federative Republic of Brazil | 06/20/26 | 1.000%(Q) |  | 100 | 0.389% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | BARC |
| Kingdom of Norway | 12/20/25 | —%(Q) |  | 420 | 0.033% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | BARC |
| Kingdom of Saudi Arabia | 03/20/26 | 1.000%(Q) |  | 90 | 0.251% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | CITI |
| Kingdom of Saudi Arabia | 06/20/26 | 1.000%(Q) |  | 90 | 0.261% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | CITI |
| Oracle Corp. | 06/20/30 | 1.000%(Q) |  | 115 | 0.528% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85) | GSI |
| People's Republic of China | 06/20/29 | 1.000%(Q) |  | 830 | 0.301% | &nbsp;&nbsp;&nbsp;&nbsp;20546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7676 | &nbsp;&nbsp;&nbsp;&nbsp;12870 | JPM |
| Republic of Estonia | 12/20/26 | 1.000%(Q) |  | 240 | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963 | JPM |
| Republic of France | 06/20/34 | 0.250%(Q) |  | 465 | 0.648% | &nbsp;&nbsp;&nbsp;(13631) | &nbsp;&nbsp;&nbsp;&nbsp;(8937) | &nbsp;&nbsp;&nbsp;&nbsp;(4694) | CITI |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 1195 | 0.676% | &nbsp;&nbsp;&nbsp;(39174) | &nbsp;&nbsp;&nbsp;(26405) | &nbsp;&nbsp;&nbsp;(12769) | BOA |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 470 | 0.676% | &nbsp;&nbsp;&nbsp;(15408) | &nbsp;&nbsp;&nbsp;(14125) | &nbsp;&nbsp;&nbsp;&nbsp;(1283) | BOA |
| Republic of France | 12/20/34 | 0.250%(Q) |  | 40 | 0.676% | &nbsp;&nbsp;&nbsp;&nbsp;(1311) | &nbsp;&nbsp;&nbsp;&nbsp;(1262) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49) | BOA |
| Republic of France | 06/20/35 | 0.250%(Q) |  | 1450 | 0.701% | &nbsp;&nbsp;&nbsp;(52377) | &nbsp;&nbsp;&nbsp;(49692) | &nbsp;&nbsp;&nbsp;&nbsp;(2685) | BARC |
| Republic of France | 06/20/35 | 0.250%(Q) |  | 510 | 0.701% | &nbsp;&nbsp;&nbsp;(18422) | &nbsp;&nbsp;&nbsp;(17731) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(691) | BARC |
| Republic of Italy | 12/20/34 | 1.000%(Q) |  | 185 | 0.706% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4228 | &nbsp;&nbsp;&nbsp;&nbsp;(1060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5288 | CITI |
| Republic of Italy | 12/20/34 | 1.000%(Q) |  | 185 | 0.706% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4228 | &nbsp;&nbsp;&nbsp;&nbsp;(1060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5288 | CITI |
| U.S. Treasury Notes | 12/20/25 | 0.250%(Q) | EUR | 430 | 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11) | BARC |
| U.S. Treasury Notes | 06/20/26 | 0.250%(Q) | EUR | 310 | 0.170% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(109) | BARC |
|  |  |  |  |  |  | $(86388) | $(90929) | &nbsp;&nbsp;&nbsp;$4541 |  |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity/<br> Obligation** | **Termination<br> Date** | **Fixed<br> Rate** | **Notional<br> Amount<br> (000)#(3)** | **Implied Credit<br> Spread at<br> September 30,<br> 2025(4)** | **Value at<br> Trade Date** | **Value at<br> September 30,<br> 2025** | **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):** |
| CDX.NA.IG.45.V1 | 12/20/30 | 1.000%(Q) | &nbsp;&nbsp;&nbsp;4025 | 0.519% | &nbsp;&nbsp;$89823 | &nbsp;&nbsp;$92507 | &nbsp;&nbsp;$2684 |
| CDX.NA.IG.45.V1 | 12/20/30 | 1.000%(Q) | 28710 | 0.519% | &nbsp;&nbsp;&nbsp;643993 | &nbsp;&nbsp;&nbsp;659842 | &nbsp;&nbsp;&nbsp;15849 |
|  |  |  |  |  | $733816 | $752349 | $18533 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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) | 500 \* | &nbsp;&nbsp;$(6646) | $(12261) | $5615 | CITI |
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 480 \* | &nbsp;&nbsp;&nbsp;&nbsp;(6388) | &nbsp;&nbsp;&nbsp;&nbsp;(6052) | &nbsp;&nbsp;&nbsp;&nbsp;(336) | CITI |
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 600 \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;(123) | GSI |
|  |  |  |  | $(12451) | $(17607) | $5156 |  |

---

A46

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

#### Credit default swap agreements outstanding at September 30, 2025 (continued):
**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.** 

#### Interest rate swap agreements outstanding at September 30, 2025:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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> September 30,<br> 2025** | &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 | 455 | &nbsp;&nbsp;12/03/28 | &nbsp;&nbsp;2.650%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.746% | &nbsp;&nbsp;&nbsp;$(13645) | &nbsp;&nbsp;&nbsp;&nbsp;$(11189) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2456 |
| AUD | 360 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;2.750%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.746% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12749) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13825) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1076) |
| AUD | 910 | &nbsp;&nbsp;12/03/32 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.746% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42931) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48431) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5500) |
| AUD | 1080 | &nbsp;&nbsp;12/03/33 | &nbsp;&nbsp;2.800%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.746% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74525) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70464) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4061 |
| AUD | 340 | &nbsp;&nbsp;12/03/34 | &nbsp;&nbsp;2.850%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.746% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24668) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3753) |
| AUD | 190 | &nbsp;&nbsp;12/03/38 | &nbsp;&nbsp;2.900%(S) | &nbsp;&nbsp;6 Month BBSW(2)(S)/ 3.746% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18711) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20148) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1437) |
| CAD | 740 | &nbsp;&nbsp;12/03/26 | &nbsp;&nbsp;3.850%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1413) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12736 |
| CAD | 995 | &nbsp;&nbsp;12/03/29 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29449 |
| CAD | 865 | &nbsp;&nbsp;12/03/30 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(942) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31586 |
| CAD | 645 | &nbsp;&nbsp;12/03/35 | &nbsp;&nbsp;3.500%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9046 |
| CAD | 100 | &nbsp;&nbsp;12/03/53 | &nbsp;&nbsp;3.300%(S) | &nbsp;&nbsp;1 Day CORRA(2)(S)/ 2.560% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1309) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819 |
| CHF | 800 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;(0.220)%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.045)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25906) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25906) |
| CHF | 250 | &nbsp;&nbsp;03/31/33 | &nbsp;&nbsp;1.909%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.045)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40831 |
| CHF | 415 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;1.258%(A) | &nbsp;&nbsp;1 Day SARON(1)(A)/ (0.045)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30329) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42757) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12428) |
| CHF | 340 | &nbsp;&nbsp;12/13/34 | &nbsp;&nbsp;0.371%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.045)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1034) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1034) |
| CHF | 140 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;2.000%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.045)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 |
| CHF | 735 | &nbsp;&nbsp;07/04/35 | &nbsp;&nbsp;0.519%(A) | &nbsp;&nbsp;1 Day SARON(2)(A)/ (0.045)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8249 |
| CLP | 264250 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;3.620%(S) | &nbsp;&nbsp;1 Day CLOIS(2)(S)/ 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2799) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2799) |
| CNH | 10000 | &nbsp;&nbsp;03/04/26 | &nbsp;&nbsp;1.765%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(1)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1143) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1143) |

---

A47

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (unaudited)** |

---

#### Interest rate swap agreements outstanding at September 30, 2025 (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> September 30,<br> 2025** | &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 | 76685 | &nbsp;&nbsp;08/20/26 | &nbsp;&nbsp;2.440%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(78) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$92472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$92550 |
| CNH | 12180 | &nbsp;&nbsp;03/01/28 | &nbsp;&nbsp;2.955%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57866 |
| CNH | 28550 | &nbsp;&nbsp;05/11/28 | &nbsp;&nbsp;2.600%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70872 |
| CNH | 6900 | &nbsp;&nbsp;06/01/28 | &nbsp;&nbsp;2.473%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23171 |
| CNH | 31900 | &nbsp;&nbsp;05/10/29 | &nbsp;&nbsp;2.650%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23906 |
| CNH | 13520 | &nbsp;&nbsp;05/15/29 | &nbsp;&nbsp;2.027%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27422 |
| CNH | 6040 | &nbsp;&nbsp;11/11/29 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4406) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5380) |
| CNH | 18630 | &nbsp;&nbsp;05/11/30 | &nbsp;&nbsp;1.500%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12424) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16719) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4295) |
| CNH | 37700 | &nbsp;&nbsp;06/11/30 | &nbsp;&nbsp;1.447%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47710) |
| CZK | 25000 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.062%(A) | &nbsp;&nbsp;6 Month PRIBOR(2)(S)/ 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17925) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17925) |
| DKK | 3200 | &nbsp;&nbsp;04/08/32 | &nbsp;&nbsp;1.581%(A) | &nbsp;&nbsp;6 Month CIBOR(2)(S)/ 2.187% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14669) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33396) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18727) |
| EUR | 1840 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;3.076%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24131) |
| EUR | 460 | &nbsp;&nbsp;10/11/29 | &nbsp;&nbsp;2.101%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &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;(229) |
| EUR | 2265 | &nbsp;&nbsp;05/11/31 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56105) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12865) |
| EUR | 1500 | &nbsp;&nbsp;03/20/33 | &nbsp;&nbsp;2.996%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81967 |
| EUR | 1827 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.231%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25800 |
| EUR | 1169 | &nbsp;&nbsp;02/15/34 | &nbsp;&nbsp;2.258%(A) | &nbsp;&nbsp;1 Day EuroSTR(1)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13433 |
| EUR | 45 | &nbsp;&nbsp;03/20/34 | &nbsp;&nbsp;2.560%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 |
| EUR | 1625 | &nbsp;&nbsp;05/11/34 | &nbsp;&nbsp;2.650%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(544) |
| EUR | 1075 | &nbsp;&nbsp;03/20/38 | &nbsp;&nbsp;2.982%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45754) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45754) |
| EUR | 925 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.565%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212512 |
| EUR | 925 | &nbsp;&nbsp;11/24/41 | &nbsp;&nbsp;0.600%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.032% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211340) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(211340) |
| EUR | 2243 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.629%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502705 |
| EUR | 2243 | &nbsp;&nbsp;11/25/41 | &nbsp;&nbsp;0.663%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.032% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(500161) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(500161) |
| EUR | 2165 | &nbsp;&nbsp;02/17/42 | &nbsp;&nbsp;0.536%(A) | &nbsp;&nbsp;6 Month EURIBOR(2)(S)/ 2.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(789638) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(789638) |
| EUR | 1140 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.257%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192641 |
| EUR | 1140 | &nbsp;&nbsp;03/22/42 | &nbsp;&nbsp;1.310%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.032% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(189774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(189774) |
| EUR | 960 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.910%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18560) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19356) |
| EUR | 960 | &nbsp;&nbsp;02/24/43 | &nbsp;&nbsp;2.960%(A) | &nbsp;&nbsp;3 Month EURIBOR(2)(Q)/ 2.032% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29153 |
| EUR | 200 | &nbsp;&nbsp;05/11/44 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46564) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57071) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10507) |
| EUR | 1050 | &nbsp;&nbsp;05/11/52 | &nbsp;&nbsp;1.200%(A) | &nbsp;&nbsp;1 Day EuroSTR(2)(A)/ 1.916% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(256563) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(376502) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119939) |
| EUR | 1235 | &nbsp;&nbsp;11/28/54 | &nbsp;&nbsp;1.468%(A) | &nbsp;&nbsp;6 Month EURIBOR(1)(S)/ 2.096% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101729 |
| GBP | 1780 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65128) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136678 |
| GBP | 5750 | &nbsp;&nbsp;05/08/26 | &nbsp;&nbsp;1.000%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(79656) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310787 |
| GBP | 1035 | &nbsp;&nbsp;05/08/27 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75938) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15228) |
| GBP | 2405 | &nbsp;&nbsp;05/08/28 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142213) |
| GBP | 400 | &nbsp;&nbsp;05/08/29 | &nbsp;&nbsp;1.100%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41082) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(53992) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12910) |
| GBP | 2500 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192636) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684424 |
| GBP | 595 | &nbsp;&nbsp;05/08/31 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130755 |
| GBP | 2460 | &nbsp;&nbsp;05/08/33 | &nbsp;&nbsp;1.150%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(433373) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(647286) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(213913) |
| GBP | 895 | &nbsp;&nbsp;05/08/40 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46356) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60817) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14461) |
| GBP | 170 | &nbsp;&nbsp;05/08/41 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84902) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106472) |
| GBP | 650 | &nbsp;&nbsp;05/08/43 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47070 |
| GBP | 305 | &nbsp;&nbsp;05/08/44 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21223 |
| GBP | 230 | &nbsp;&nbsp;05/08/45 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11725 |
| GBP | 3880 | &nbsp;&nbsp;05/08/46 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625611 | &nbsp;&nbsp;&nbsp;&nbsp;(2388608) | &nbsp;&nbsp;&nbsp;&nbsp;(3014219) |
| GBP | 305 | &nbsp;&nbsp;05/08/52 | &nbsp;&nbsp;1.250%(A) | &nbsp;&nbsp;1 Day SONIA(1)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173297 |
| GBP | 165 | &nbsp;&nbsp;05/08/55 | &nbsp;&nbsp;3.900%(A) | &nbsp;&nbsp;1 Day SONIA(2)(A)/ 3.967% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26729) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15043) |

---

A48

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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> September 30,<br> 2025** | &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.):** |
| HUF | 100000 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;2.748%(A) | &nbsp;&nbsp;6 Month BUBOR(2)(S)/ 6.480% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(53506) | &nbsp;&nbsp;&nbsp;&nbsp;$(53506) |
| ILS | 1415 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;3.950%(A) | &nbsp;&nbsp;1 Day SHIR(2)(A)/ 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1249 |
| JPY | 160000 | &nbsp;&nbsp;07/08/26 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2843) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7726) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4883) |
| JPY | 150000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3370 |
| JPY | 475000 | &nbsp;&nbsp;07/08/27 | &nbsp;&nbsp;0.500%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15049) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23509) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8460) |
| JPY | 189000 | &nbsp;&nbsp;04/11/28 | &nbsp;&nbsp;0.609%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12224 |
| JPY | 640000 | &nbsp;&nbsp;07/08/28 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(134328) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78107) |
| JPY | 131500 | &nbsp;&nbsp;07/31/28 | &nbsp;&nbsp;0.268%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19643) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19643) |
| JPY | 220000 | &nbsp;&nbsp;07/08/29 | &nbsp;&nbsp;0.650%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7794) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25192) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17398) |
| JPY | 85000 | &nbsp;&nbsp;07/08/30 | &nbsp;&nbsp;(0.050)%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28861 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4559 |
| JPY | 502500 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.000%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(237319) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(244225) |
| JPY | 80000 | &nbsp;&nbsp;07/08/31 | &nbsp;&nbsp;0.800%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10273 |
| JPY | 19935 | &nbsp;&nbsp;07/08/32 | &nbsp;&nbsp;0.050%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4761 |
| JPY | 215000 | &nbsp;&nbsp;07/08/32 | &nbsp;&nbsp;0.900%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18669) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35850) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17181) |
| JPY | 15000 | &nbsp;&nbsp;07/08/33 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3776) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9482) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5706) |
| JPY | 55000 | &nbsp;&nbsp;07/08/34 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25565) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40828) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15263) |
| JPY | 100000 | &nbsp;&nbsp;07/08/34 | &nbsp;&nbsp;1.050%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19679) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26002) |
| JPY | 273000 | &nbsp;&nbsp;07/08/35 | &nbsp;&nbsp;0.100%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(234653) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(240380) |
| JPY | 25000 | &nbsp;&nbsp;07/08/38 | &nbsp;&nbsp;0.200%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20770) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29311) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8541) |
| JPY | 60000 | &nbsp;&nbsp;07/08/40 | &nbsp;&nbsp;1.400%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11662) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22064) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10402) |
| JPY | 361000 | &nbsp;&nbsp;07/08/41 | &nbsp;&nbsp;0.250%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(559062) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(568103) |
| JPY | 15000 | &nbsp;&nbsp;07/08/43 | &nbsp;&nbsp;0.300%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17325) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26830) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9505) |
| JPY | 85000 | &nbsp;&nbsp;07/08/45 | &nbsp;&nbsp;1.600%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29424) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49735) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20311) |
| JPY | 75000 | &nbsp;&nbsp;07/08/46 | &nbsp;&nbsp;0.350%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(168966) |
| JPY | 30000 | &nbsp;&nbsp;07/08/48 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39667) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(67836) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28169) |
| JPY | 30000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42901) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(71295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28394) |
| JPY | 90000 | &nbsp;&nbsp;07/08/49 | &nbsp;&nbsp;1.700%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(221) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68173 |
| JPY | 330500 | &nbsp;&nbsp;07/08/51 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(856800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(893041) |
| JPY | 60000 | &nbsp;&nbsp;07/08/52 | &nbsp;&nbsp;0.450%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87536 |
| JPY | 25100 | &nbsp;&nbsp;07/31/53 | &nbsp;&nbsp;1.102%(A) | &nbsp;&nbsp;1 Day TONAR(1)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46705 |
| JPY | 100000 | &nbsp;&nbsp;07/08/54 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(97319) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(106046) |
| JPY | 35000 | &nbsp;&nbsp;07/08/55 | &nbsp;&nbsp;1.750%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35801) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2889) |
| JPY | 45000 | &nbsp;&nbsp;09/01/55 | &nbsp;&nbsp;2.485%(A) | &nbsp;&nbsp;1 Day TONAR(2)(A)/ 0.477% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 |
| KRW | 120000 | &nbsp;&nbsp;04/19/28 | &nbsp;&nbsp;3.135%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.570% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 |
| KRW | 2410000 | &nbsp;&nbsp;08/13/31 | &nbsp;&nbsp;1.630%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.570% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99893) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99893) |
| KRW | 816265 | &nbsp;&nbsp;03/10/33 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.570% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6224) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23700 |
| KRW | 125000 | &nbsp;&nbsp;11/24/33 | &nbsp;&nbsp;3.610%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.570% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 |
| KRW | 979000 | &nbsp;&nbsp;03/10/34 | &nbsp;&nbsp;3.150%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.570% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19549 |
| KRW | 1351000 | &nbsp;&nbsp;03/10/35 | &nbsp;&nbsp;3.200%(Q) | &nbsp;&nbsp;3 Month KWCDC(2)(Q)/ 2.570% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10636) |
| MXN | 5000 | &nbsp;&nbsp;12/24/25 | &nbsp;&nbsp;6.740%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.862% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(889) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1023) |
| MXN | 2380 | &nbsp;&nbsp;12/30/25 | &nbsp;&nbsp;8.400%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.862% | &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;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| MXN | 5000 | &nbsp;&nbsp;08/02/28 | &nbsp;&nbsp;6.740%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.862% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3600) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3600) |
| MXN | 2380 | &nbsp;&nbsp;05/09/34 | &nbsp;&nbsp;8.400%(M) | &nbsp;&nbsp;28 Day Mexican Interbank Rate(2)(M)/ 7.862% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4062 |
| NOK | 1975 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.460%(A) | &nbsp;&nbsp;6 Month NIBOR(2)(S)/ 4.230% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27535) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27535) |
| NZD | 695 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.876%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.788% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30263) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(30263) |
| NZD | 190 | &nbsp;&nbsp;05/08/35 | &nbsp;&nbsp;4.400%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.788% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307 |
| NZD | 800 | &nbsp;&nbsp;07/31/35 | &nbsp;&nbsp;4.068%(S) | &nbsp;&nbsp;3 Month BBR(2)(Q)/ 2.788% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15613 |
| PLN | 1560 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;1.665%(A) | &nbsp;&nbsp;6 Month WIBOR(2)(S)/ 4.580% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57518) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57518) |
| SEK | 4000 | &nbsp;&nbsp;08/10/31 | &nbsp;&nbsp;0.530%(A) | &nbsp;&nbsp;3 Month STIBOR(2)(Q)/ 1.886% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45253) |
| SGD | 600 | &nbsp;&nbsp;07/29/31 | &nbsp;&nbsp;1.120%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.199% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1490) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11774) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10284) |
| SGD | 240 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.500%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.199% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207 |
| SGD | 165 | &nbsp;&nbsp;09/15/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.199% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1225) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1225) |
| SGD | 315 | &nbsp;&nbsp;09/17/35 | &nbsp;&nbsp;1.680%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.199% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2344) |

---

A49

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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> September 30,<br> 2025** | &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.):** |
| SGD | 215 | &nbsp;&nbsp;09/25/35 | &nbsp;&nbsp;1.710%(S) | &nbsp;&nbsp;1 Day SORA(2)(S)/ 1.199% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1166) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1166) |
| THB | 60550 | &nbsp;&nbsp;08/18/26 | &nbsp;&nbsp;1.168%(Q) | &nbsp;&nbsp;1 Day THOR(1)(Q)/ 1.494% | &nbsp;&nbsp;&nbsp;&nbsp;&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;(418) |
| THB | 22500 | &nbsp;&nbsp;08/17/31 | &nbsp;&nbsp;1.320%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.494% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 |
| THB | 9500 | &nbsp;&nbsp;04/18/34 | &nbsp;&nbsp;2.895%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.494% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37534 |
| THB | 8370 | &nbsp;&nbsp;04/22/34 | &nbsp;&nbsp;2.818%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.494% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31406 |
| THB | 5700 | &nbsp;&nbsp;12/16/34 | &nbsp;&nbsp;2.173%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.494% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11889 |
| THB | 17480 | &nbsp;&nbsp;09/10/35 | &nbsp;&nbsp;2.400%(Q) | &nbsp;&nbsp;1 Day THOR(2)(Q)/ 1.494% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10376 |
| TWD | 35100 | &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;&nbsp;&nbsp;7526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7526 |
|  | 4335 | &nbsp;&nbsp;11/12/25 | &nbsp;&nbsp;4.200%(T) | &nbsp;&nbsp;1 Day SOFR(1)(T)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8308 |
|  | 2010 | &nbsp;&nbsp;04/23/26 | &nbsp;&nbsp;4.861%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15331 |
|  | 35000 | &nbsp;&nbsp;05/11/26 | &nbsp;&nbsp;4.750%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141930 |
|  | 66340 | &nbsp;&nbsp;05/17/26 | &nbsp;&nbsp;4.669%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(425573) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(425573) |
|  | 29490 | &nbsp;&nbsp;08/27/26 | &nbsp;&nbsp;3.809%(T) | &nbsp;&nbsp;1 Day SOFR(2)(T)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16464 |
|  | 8465 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86853) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(88419) |
|  | 3315 | &nbsp;&nbsp;09/25/26 | &nbsp;&nbsp;4.699%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34013) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34013) |
|  | 28140 | &nbsp;&nbsp;05/13/27 | &nbsp;&nbsp;4.497%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467383 |
|  | 3330 | &nbsp;&nbsp;08/15/28 | &nbsp;&nbsp;1.220%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206450 |
|  | 1810 | &nbsp;&nbsp;09/28/28 | &nbsp;&nbsp;4.396%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54412) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54412) |
|  | 1730 | &nbsp;&nbsp;11/07/28 | &nbsp;&nbsp;4.223%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41320) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41320) |
|  | 17515 | &nbsp;&nbsp;05/13/29 | &nbsp;&nbsp;4.253%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18623) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(535507) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(516884) |
|  | 850 | &nbsp;&nbsp;05/17/29 | &nbsp;&nbsp;4.143%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22425) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22425) |
|  | 400 | &nbsp;&nbsp;02/22/32 | &nbsp;&nbsp;3.989%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11268) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11268) |
|  | 630 | &nbsp;&nbsp;03/28/32 | &nbsp;&nbsp;3.841%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12169) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12169) |
|  | 460 | &nbsp;&nbsp;12/10/34 | &nbsp;&nbsp;3.911%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8848 |
|  | 590 | &nbsp;&nbsp;08/01/35 | &nbsp;&nbsp;3.869%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10388) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10388) |
|  | 2235 | &nbsp;&nbsp;08/15/39 | &nbsp;&nbsp;3.771%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17844) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17844) |
|  | 17820 | &nbsp;&nbsp;12/20/44 | &nbsp;&nbsp;3.995%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34699 |
|  | 845 | &nbsp;&nbsp;05/11/45 | &nbsp;&nbsp;4.000%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35392) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38579 |
|  | 770 | &nbsp;&nbsp;05/11/49 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(297337) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(321337) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24000) |
|  | 10980 | &nbsp;&nbsp;12/16/49 | &nbsp;&nbsp;3.805%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76841) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(340266) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(263425) |
|  | 220 | &nbsp;&nbsp;04/30/54 | &nbsp;&nbsp;4.027%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2720) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2720) |
|  | 420 | &nbsp;&nbsp;05/10/54 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(2)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2372) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7824) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5452) |
|  | 2590 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;1182250 | &nbsp;&nbsp;&nbsp;&nbsp;1187660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5410 |
|  | 710 | &nbsp;&nbsp;05/11/54 | &nbsp;&nbsp;1.350%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14309 |
|  | 3975 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95791 |
|  | 13760 | &nbsp;&nbsp;12/14/54 | &nbsp;&nbsp;3.136%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187058 |
|  | 400 | &nbsp;&nbsp;12/15/54 | &nbsp;&nbsp;3.638%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21890 |
|  | 9720 | &nbsp;&nbsp;12/16/54 | &nbsp;&nbsp;3.719%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354010 |
|  | 13585 | &nbsp;&nbsp;12/20/54 | &nbsp;&nbsp;3.825%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333573 |
|  | 1035 | &nbsp;&nbsp;05/11/55 | &nbsp;&nbsp;3.850%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28535) |
|  | 455 | &nbsp;&nbsp;05/10/74 | &nbsp;&nbsp;3.420%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27219 |
|  | 690 | &nbsp;&nbsp;05/11/74 | &nbsp;&nbsp;1.950%(A) | &nbsp;&nbsp;1 Day SOFR(1)(A)/ 4.240% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28825 |
|  |  |  |  |  | &nbsp;&nbsp;$1643757 | &nbsp;&nbsp;$(2848538) | &nbsp;&nbsp;$(4492295) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | 3298 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.788%(T) | &nbsp;&nbsp;1 Day BROIS(1)(T)/ 0.055% | &nbsp;&nbsp;$(14843) | &nbsp;&nbsp;$— | &nbsp;&nbsp;$(14843) | &nbsp;&nbsp;GSI |
| BRL | 3298 | &nbsp;&nbsp;01/02/31 | &nbsp;&nbsp;13.940%(T) | &nbsp;&nbsp;1 Day BROIS(2)(T)/ 0.055% | &nbsp;&nbsp;&nbsp;&nbsp;13498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;13498 | &nbsp;&nbsp;GSI |
| CNH | 1200 | &nbsp;&nbsp;07/31/30 | &nbsp;&nbsp;2.515%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;MSI |
| CNH | 700 | &nbsp;&nbsp;11/24/30 | &nbsp;&nbsp;2.495%(Q) | &nbsp;&nbsp;7 Day China Fixing Repo Rates(2)(Q)/ 1.450% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4145 | &nbsp;&nbsp;MSI |
| MYR | 8100 | &nbsp;&nbsp;08/12/26 | &nbsp;&nbsp;2.605%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.220% | &nbsp;&nbsp;&nbsp;&nbsp;(11816) | &nbsp;&nbsp;&nbsp;&nbsp;(29) | &nbsp;&nbsp;&nbsp;&nbsp;(11787) | &nbsp;&nbsp;HSBC |
| MYR | 1505 | &nbsp;&nbsp;02/28/32 | &nbsp;&nbsp;3.625%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.220% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7235 | &nbsp;&nbsp;JPM |

---

A50

------

AST PRESERVATION ASSET ALLOCATION PORTFOLIO (continued)

---

| | |
|:---|:---|
| **SCHEDULE OF INVESTMENTS** | **as of September 30, 2025 (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;**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 (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** | **OTC Interest Rate Swap Agreements (cont'd.):** |
| MYR | 1500 | &nbsp;&nbsp;07/29/35 | &nbsp;&nbsp;3.330%(Q) | &nbsp;&nbsp;3 Month KLIBOR(2)(Q)/ 3.220% | &nbsp;&nbsp;$(3071) | &nbsp;&nbsp;$(1) | &nbsp;&nbsp;$(3070) | &nbsp;&nbsp;JPM |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;$2188 | &nbsp;&nbsp;$(30) | &nbsp;&nbsp;&nbsp;$2218 |  |

---

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total return swap agreements outstanding at September 30, 2025:** | **Total return swap agreements outstanding at September 30, 2025:** | **Total return swap agreements outstanding at September 30, 2025:** | **Total return swap agreements outstanding at September 30, 2025:** | **Total return swap agreements outstanding at September 30, 2025:** | **Total return swap agreements outstanding at September 30, 2025:** | **Total return swap agreements outstanding at September 30, 2025:** | **Total return swap agreements outstanding at September 30, 2025:** |
| **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)/ 3.940% | &nbsp;&nbsp;BOA | &nbsp;&nbsp;04/01/26 | &nbsp;&nbsp;4816 | &nbsp;&nbsp;&nbsp;&nbsp;$(527) | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(527) |
| Total Return Benchmark Bond Index(T) | &nbsp;&nbsp;1 Day USOIS -45bps(T)/ 3.640% | &nbsp;&nbsp;GSI | &nbsp;&nbsp;12/16/25 | &nbsp;&nbsp;(20616) | &nbsp;&nbsp;&nbsp;&nbsp;249111 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;249111 |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +23bps(T)/ 4.320% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;11/06/25 | &nbsp;&nbsp;14400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65095 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65095 |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +20bps(T)/ 4.290% | &nbsp;&nbsp;JPM | &nbsp;&nbsp;11/13/25 | &nbsp;&nbsp;1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5474 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5474 |
| U.S. Treasury Bond(T) | &nbsp;&nbsp;1 Day USOIS +19.5bps(T)/ 4.285% | &nbsp;&nbsp;CITI | &nbsp;&nbsp;12/12/25 | &nbsp;&nbsp;25820 | &nbsp;&nbsp;&nbsp;&nbsp;350863 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;350863 |
|  |  |  |  |  | &nbsp;&nbsp;$670016 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$670016 |

---

(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).*

A51

## 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 Preservation Asset Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000006794

- **c. LEI of Series:** 65RJ4HWUB81ZY1R5RS74

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3279533893.21

**Total Liabilities:** $36746614.59

**Net Assets:** $3242787278.62

**Delayed Delivery Securities:** $7250000.00

**Cash Not Reported:** $18627744.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2004.29806000 | **1-Year:** 28078.99781000 | **5-Year:** 146462.42199000 | **10-Year:** 47018.33526000 | **30-Year:** 9745.03314000

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

- **3-Month:** 306.14303000 | **1-Year:** 11759.54263000 | **5-Year:** 19894.14985000 | **10-Year:** 3399.99076000 | **30-Year:** 91.26255000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018402 | 0.31%                | 1.78%                | 1.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7665791.07              | $-6909932.84                               |
| Month 2  | $6716489.44              | $45498266.48                               |
| Month 3  | $47157059.42             | $1713481.75                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tokio Marine Holdings Inc                                      | Tokio Marine Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      4100 | NS      | $173524.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                      | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      5773 | NS      | $448966.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    572450 | PA      | $648366.46    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                       | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $580309.43    | 0.02%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                  | Citigroup Inc                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      8070 | NS      | $819105.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM Ltd                                                       | OZLM XVIII Ltd                                                                  | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |    273024 | PA      | $273245.02    | 0.01%             | 2031-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                   | Xylem Inc/NY                                                                    | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      1500 | NS      | $221250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $87653.95     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-549.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        23 | NC      | $-15661.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $31406.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -874000 | NC      | $-17027.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                       | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120138.19    | 0.00%             | 2031-03-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $498557.95    | 0.02%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200302.00    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                | WW Grainger Inc                                                                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       200 | NS      | $190592.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                                           | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $247696.37    | 0.01%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                          | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      1612 | NS      | $450102.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30671.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77413.22     | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62568.29     | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                  | First American Financial Corp                                                   | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      4900 | NS      | $314776.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                  | Blackrock Inc                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |       142 | NS      | $165553.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5464.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5063.58      | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2106.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pure Storage Inc                                               | Pure Storage Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      5000 | NS      | $419050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                                    | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |       333 | NS      | $31018.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232896.51    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11268.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G64<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $353282.21    | 0.01%             | 2030-08-21      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                   | Autodesk Inc                                                                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      2100 | NS      | $667107.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd                                            | BlueScope Steel Ltd                                                             | CUSIP: 000000000<br>LEI: 529900H6UQI16XACWC95 | Long             | EC               | CORP              | AU        |     14083 | NS      | $211539.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6653.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elastic NV                                                     | Elastic NV                                                                      | CUSIP: 000000000<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |      4100 | NS      | $346409.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings Inc                                            | Nomura Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |      7800 | NS      | $57163.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I                                 | PNC Financial Services Group Inc/The                                            | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      7231 | NS      | $1452924.83   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                                    | Target Corp                                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     11200 | NS      | $1004640.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                             | 3MO EURO EURIBOR                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -49 | NC      | $-2885.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                   | DoorDash Inc                                                                    | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      1500 | NS      | $407985.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $83723.07     | 0.00%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                   | Newmont Corp                                                                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4600 | NS      | $387826.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                          | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $702732.32    | 0.02%             | N/A             | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $21890.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | EG Global Finance PLC                                                           | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1316196.00   | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Indigo Credit Management                                       | Indigo Credit Management I DAC                                                  | CUSIP: 000000000<br>LEI: 635400RPIEMF9A3ZKM59 | Long             | ABS-CBDO         | CORP              | IE        |   3550000 | PA      | $4173824.64   | 0.13%             | 2037-10-15      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-152.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $552410.38    | 0.02%             | 2036-10-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                 | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    394000 | PA      | $426594.92    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                | Norsk Hydro ASA                                                                 | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     14210 | NS      | $96615.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $205375.00    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83044.57     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $225293.20    | 0.01%             | 2041-12-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                       | Svenska Handelsbanken AB                                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     18378 | NS      | $239789.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc                                              | Japan Tobacco Inc                                                               | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     13700 | NS      | $449319.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                               | FirstEnergy Corp                                                                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     15500 | NS      | $710210.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     13086 | NS      | $321392.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-64872.13    | -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      | $-17924.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                              | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     27100 | NS      | $1854182.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | 3 MONTH SOFR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        57 | NC      | $12675.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-45753.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                           | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $307696.81    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-156.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American International Group I                                 | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     13400 | NS      | $1052436.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                                  | Clarivate PLC                                                                   | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | GB        |     80200 | NS      | $307166.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $958907.69    | 0.03%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pan Pacific International Hold                                 | Pan Pacific International Holdings Corp                                         | CUSIP: 000000000<br>LEI: 529900QLHJM2E18A5763 | Long             | EC               | CORP              | JP        |     36500 | NS      | $240313.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150698.11    | 0.00%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $124775.69    | 0.00%             | 2030-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |  -1335000 | NC      | $-5499.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $349608.61    | 0.01%             | 2031-03-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                                 | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |      3900 | NS      | $55784.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21612.57     | 0.00%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                  | Alfa Laval AB                                                                   | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |      2114 | NS      | $96536.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                             | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389338.51    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                          | Freedom Mortgage Corp                                                           | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185500.00    | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-211339.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                | BAE Systems PLC                                                                 | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     11818 | NS      | $328970.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                             | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $82425.85     | 0.00%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BBVA                                                           | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     41934 | NS      | $808052.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Belimo Holding AG                                              | Belimo Holding AG                                                               | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |        96 | NS      | $100963.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes PLC                                                | Cairn Homes PLC                                                                 | CUSIP: 000000000<br>LEI: 635400DPX6WP2KKDOA83 | Long             | EC               | CORP              | IE        |     78921 | NS      | $177904.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $498.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2055000 | PA      | $1726521.09   | 0.05%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $108082.96    | 0.00%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Cor                                 | Fisher & Paykel Healthcare Corp Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |     11744 | NS      | $252232.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5590000 | PA      | $2731629.00   | 0.08%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                       | Central Japan Railway Co                                                        | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      1300 | NS      | $37270.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                  | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11816.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                         | Vanguard Short-Term Corporate Bond ETF                                          | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |     21524 | NS      | $1720413.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VONOVIA SE                                                     | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $106198.69    | 0.00%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                       | Banca Monte dei Paschi di Siena SpA                                             | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $603284.95    | 0.02%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                          | Texas Instruments Inc                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1607 | NS      | $295254.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                       | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |    200000 | PA      | $277851.89    | 0.01%             | 2041-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                         | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      8200 | NS      | $216234.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                      | Talanx AG                                                                       | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      3427 | NS      | $456912.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $323860.25    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                             | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     21300 | NS      | $2438850.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2560000 | OU      | $7643.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                          | Bank of Ireland Group PLC                                                       | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $244736.59    | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $246828.75    | 0.01%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    531000 | PA      | $511336.41    | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    255000 | PA      | $266005.80    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                                       | Regatta VIII Funding Ltd                                                        | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12547402.50  | 0.39%             | 2037-04-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Generate CLO 8 Ltd.                                            | Generate CLO 8 Ltd                                                              | CUSIP: 37148EAS3<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6780510.68   | 0.21%             | 2038-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  48550000 | PA      | $208029.81    | 0.01%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                       | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308311.99    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2.65        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                       | Province of Saskatchewan Canada                                                 | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $299361.86    | 0.01%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                     | Unum Group                                                                      | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      1400 | NS      | $108892.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2388600.10  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | SHORT EURO-BTP                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        30 | NC      | $2872.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VMED O2 UK FINAN                                               | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $1060676.90   | 0.03%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-26662.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA/France                                              | Covivio SA/France                                                               | CUSIP: 000000000<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |      1601 | NS      | $107906.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15096.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  20500000 | PA      | $1056460.53   | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CHF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $27879.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                            | Fortive Corp                                                                    | CUSIP: 34959JAM0<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $480092.53    | 0.01%             | 2029-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                       | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      4800 | NS      | $170448.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heineken Holding NV                                            | Heineken Holding NV                                                             | CUSIP: 000000000<br>LEI: 724500M1WJLFM9TYBS04 | Long             | EC               | CORP              | NL        |       352 | NS      | $24169.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201665.67    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2008.82      | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                       | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $501840.00    | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-376502.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13752.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                 | ServiceNow Inc                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2066 | NS      | $1901298.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13265.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                   | Glencore PLC                                                                    | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | CH        |     67676 | NS      | $311690.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2069.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings Inc                                     | Dai-ichi Life Holdings Inc                                                      | CUSIP: 000000000<br>LEI: 549300ZUFXI7JXZVTZ25 | Long             | EC               | CORP              | JP        |      6100 | NS      | $47983.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                             | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    420000 | PA      | $440160.00    | 0.01%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                   | Chugai Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      1300 | NS      | $57634.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-579.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                                    | Bayerische Motoren Werke AG                                                     | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      1999 | NS      | $201473.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Growth ETF                                | iShares Russell 1000 Growth ETF                                                 | CUSIP: 464287614<br>LEI: 549300H1KWQVEKI25E14 | Long             | EC               | RF                | US        |     67725 | NS      | $31723067.25  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                           | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  68500000 | OU      | $71137.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                     | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151963.70    | 0.00%             | 2049-11-21      | 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      | $-19678.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp                                              | Nippon Steel Corp                                                               | CUSIP: 000000000<br>LEI: 35380065QWQ4U2V3PA33 | Long             | EC               | CORP              | JP        |     34500 | NS      | $142096.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                          | Traton Finance Luxembourg SA                                                    | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118080.14    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                         | Standard Chartered PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     14706 | NS      | $285407.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350917.47    | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                         | Fresenius SE & Co KGaA                                                          | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      2322 | NS      | $129766.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                           | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        | -68500000 | OU      | $-28870.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1400 | NS      | $417592.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471004.89    | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    745000 | PA      | $726548.54    | 0.02%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                        | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    516000 | PA      | $529826.51    | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| JD Sports Fashion PLC                                          | JD Sports Fashion PLC                                                           | CUSIP: 000000000<br>LEI: 213800HROV6Y9MUU8375 | Long             | EC               | CORP              | GB        |    152338 | NS      | $196112.17    | 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      | $-4406.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $62.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SECURITIES (USA) INC.                          | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 549300WO2DKF0Q3YMV43 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8183.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                  | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      5500 | NS      | $777865.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                           | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91894.42     | 0.00%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Insulet Corp                                                   | Insulet Corp                                                                    | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      1600 | NS      | $493968.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Dividend Appreciation ETF                             | Vanguard Dividend Appreciation ETF                                              | CUSIP: 921908844<br>LEI: N/A                  | Long             | EC               | RF                | US        |     75769 | NS      | $16350192.51  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOTS GROUP FINCO LP                                           | Boots Group Finco LP                                                            | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $240735.43    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480222.56    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                                             | Toyota Tsusho Corp                                                              | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |     12000 | NS      | $332187.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                             | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5244.04      | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18800.53     | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                               | Empower CLO 2025-1 Ltd                                                          | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002881.10   | 0.03%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                       | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $922238.17    | 0.03%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14560.43     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | 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        |   3000000 | PA      | $427055.39    | 0.01%             | 2028-01-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Stockland                                                      | Stockland                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     34986 | NS      | $141490.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                            | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180577.05    | 0.01%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-34170.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                        | ONE 2021-PARK Mortgage Trust                                                    | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $141419.00    | 0.00%             | 2036-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $122926.56    | 0.00%             | 2034-10-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57211.11     | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                             | Sompo Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      3300 | NS      | $102021.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                   | Leonardo SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | EC               | CORP              | IT        |      1886 | NS      | $120678.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   5579000 | NC      | $3.61         | 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      | $-22427.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | USGA              | IT        |    400000 | PA      | $399982.40    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 91087BBM1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $306779.27    | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                | QNB Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $364775.69    | 0.01%             | 2028-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services I                                 | West Pharmaceutical Services Inc                                                | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |       800 | NS      | $209864.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taisei Corp                                                    | Taisei Corp                                                                     | CUSIP: 000000000<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      2700 | NS      | $185536.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $163504.69    | 0.01%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                             | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $240000.00    | 0.01%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| LY Corp                                                        | LY Corp                                                                         | CUSIP: 000000000<br>LEI: 52990078MD2OL792YM35 | Long             | EC               | CORP              | JP        |     10400 | NS      | $33384.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146885.19    | 0.00%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                       | Diversified Healthcare Trust                                                    | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $441915.78    | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                      | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     12900 | NS      | $205736.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138389.09    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                   | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     47923 | NS      | $1505740.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-888.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115479.07    | 0.00%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                           | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20492.14     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                             | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    100000 | PA      | $112248.57    | 0.00%             | 2027-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                         | CAN 10YR BOND                                                                   | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         9 | NC      | $16324.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    555000 | PA      | $575030.99    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                     | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     21686 | NS      | $953099.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC/THE                                                    | Gap Inc/The                                                                     | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    425000 | PA      | $397585.62    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    420000 | PA      | $396870.71    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morningstar Inc                                                | Morningstar Inc                                                                 | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       800 | NS      | $185608.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51811.22     | 0.00%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                   | AGL Core CLO 8 LTD                                                              | CUSIP: 00851KAK1<br>LEI: 254900IPV3KA57E31I16 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255148.13   | 0.04%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     40000 | PA      | $48496.67     | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                     | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $455089.64    | 0.01%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Philip Morris International In                                 | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5796 | NS      | $940111.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                               | Tokyo Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      7000 | NS      | $248910.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd                                             | Elmwood CLO 25 Ltd                                                              | CUSIP: 29001BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13052715.00  | 0.40%             | 2037-04-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA3                                         | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $432283.30    | 0.01%             | 2041-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    840000 | PA      | $785482.40    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $134437.50    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |    230421 | NS      | $1185590.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Adobe Inc                                                      | Adobe Inc                                                                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3700 | NS      | $1305175.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                                 | CBRE Group Inc                                                                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1800 | NS      | $283608.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                       | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    705000 | PA      | $730337.21    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                           | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        | -68500000 | OU      | $-69718.07    | -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      | $-29310.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $94064.61     | 0.00%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                            | Quanta Services Inc                                                             | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |       500 | NS      | $207210.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edenred SE                                                     | Edenred SE                                                                      | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | EC               | CORP              | FR        |      4598 | NS      | $109500.05    | 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      | $247051.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp                                                     | Inpex Corp                                                                      | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     27000 | NS      | $486153.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                 | Structured Asset Investment Loan Trust 2004-BNC1                                | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39180 | PA      | $41087.62     | 0.00%             | 2034-09-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| FANUC Corp                                                     | FANUC Corp                                                                      | CUSIP: 000000000<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |      2200 | NS      | $63221.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REC LTD                                                        | REC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $196134.00    | 0.01%             | 2026-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4459.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS BANK OF AMERICA CORP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1417.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                       | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    400000 | PA      | $370900.00    | 0.01%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                      | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     17433 | NS      | $1600963.81   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-117220.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37813.25     | 0.00%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171604 | PA      | $177481.68    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                                  | Ares European CLO XX DAC                                                        | CUSIP: 000000000<br>LEI: 635400DWARZHDJWRDS16 | Long             | ABS-CBDO         | CORP              | IE        |   8750000 | PA      | $10305941.37  | 0.32%             | 2038-10-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| CITY OF MONTREAL                                               | City of Montreal Canada                                                         | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $316785.32    | 0.01%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DAC                                        | Amazon Conservation DAC                                                         | CUSIP: 000000000<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | IE        |    200000 | PA      | $204886.04    | 0.01%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                             | Cyprus Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |   1500000 | PA      | $1303864.71   | 0.04%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                 | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     10500 | NS      | $1181250.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SCSK Corp                                                      | SCSK Corp                                                                       | CUSIP: 000000000<br>LEI: 529900SNGFXMSUBB7864 | Long             | EC               | CORP              | JP        |       700 | NS      | $20953.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $223014.20    | 0.01%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                 | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7100 | NS      | $4038551.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $462002.85    | 0.01%             | 2030-11-19      | Fixed         | 5.28%                 | 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      | $6459.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Snam SpA                                                       | Snam SpA                                                                        | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     32546 | NS      | $195413.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    545000 | PA      | $488613.72    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                              | Telstra Group Ltd                                                               | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    161783 | NS      | $515784.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                         | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326890.72    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                          | Prologis Euro Finance LLC                                                       | CUSIP: 74341EAU6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $217422.97    | 0.01%             | 2037-09-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                       | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       874 | NS      | $429352.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2748000 | PA      | $2777197.50   | 0.09%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    958000 | PA      | $1324631.52   | 0.04%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-134327.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                 | Galaxy Entertainment Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |     64000 | NS      | $351894.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                   | ING Groep NV                                                                    | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     53728 | NS      | $1408520.13   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                               | Marathon CLO 2021-16 Ltd                                                        | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000541.40   | 0.06%             | 2034-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $776.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                            | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   5475000 | PA      | $7249858.62   | 0.22%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218038.69    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PG&E CORP                                                      | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37058.75     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Oriental Land Co Ltd/Japan                                     | Oriental Land Co Ltd/Japan                                                      | CUSIP: 000000000<br>LEI: 353800PIFKBZ6KTU5994 | Long             | EC               | CORP              | JP        |      5200 | NS      | $125180.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                             | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |     11306 | NS      | $222796.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-383.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137B1J94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53449 | PA      | $7989.76      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-9162.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $106440.68    | 0.00%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140XL4Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2727977 | PA      | $2421439.20   | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |    878000 | NC      | $53.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                            | Astellas Pharma Inc                                                             | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      5600 | NS      | $61039.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO                                       | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $584271.85    | 0.02%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                             | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     12107 | NS      | $8891138.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd                                                    | South32 Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     15081 | NS      | $27337.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co Ltd/Tokyo                                              | Toho Co Ltd/Tokyo                                                               | CUSIP: 000000000<br>LEI: 529900IYHHYWU4O3H185 | Long             | EC               | CORP              | JP        |      1200 | NS      | $77139.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                                     | Sandvik AB                                                                      | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      6964 | NS      | $194542.09    | 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      | $-48430.35    | -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      | $-9481.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    665000 | PA      | $667493.75    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353938.07    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62569 | PA      | $63008.81     | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255162.02    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| JBS USA HOLD/FOOD GRP/CO                                       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $213719.25    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitt                                 | LVMH Moet Hennessy Louis Vuitton SE                                             | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1433 | NS      | $881841.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $28496.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                        | BASF SE                                                                         | CUSIP: 000000000<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      1238 | NS      | $61855.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                            | EssilorLuxottica SA                                                             | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |       678 | NS      | $220861.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                           | Jacobs Solutions Inc                                                            | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $359664.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                       | Sally Holdings LLC / Sally Capital Inc                                          | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $379172.78    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| YARA INTERNATIONAL ASA                                         | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    860000 | PA      | $864919.20    | 0.03%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                          | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      3700 | NS      | $395086.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MINEBEA MITSUMI Inc                                            | MINEBEA MITSUMI Inc                                                             | CUSIP: 000000000<br>LEI: 353800CCB0CZ75YZ4010 | Long             | EC               | CORP              | JP        |     15800 | NS      | $296894.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $227.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    282000 | PA      | $284941.90    | 0.01%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2736414 | PA      | $10602.23     | 0.00%             | 2026-03-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54461.26     | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                         | Anglo American Capital PLC                                                      | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $251399.68    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS TWD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7525.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $77036.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $58742.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                    | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    455000 | PA      | $415724.67    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5646.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biogen Inc                                                     | Biogen Inc                                                                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      2200 | NS      | $308176.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $536181.36    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                              | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     10177 | NS      | $146229.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2024-5YR8                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $839619.44    | 0.03%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                     | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1184845.38   | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS CMBX.NA.AAA.17                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-6646.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1619773 | PA      | $1633249.72   | 0.05%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124991.37    | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $302680.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                       | Unipol Assicurazioni SpA                                                        | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |     19695 | NS      | $423394.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries                                 | Teva Pharmaceutical Industries Ltd                                              | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |      1600 | NS      | $32320.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                                                   | Experian PLC                                                                    | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | IE        |      2820 | NS      | $141640.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG Euro CLO                                                   | ICG Euro CLO 2023-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-CBDO         | CORP              | IE        |   3750000 | PA      | $4398799.49   | 0.14%             | 2038-10-19      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1505.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                        | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1273757.69   | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADT Inc                                                        | ADT Inc                                                                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73800 | NS      | $642798.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                                        | Siemens Healthineers AG                                                         | CUSIP: 000000000<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |      1255 | NS      | $67978.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                       | Caisse des Depots et Consignations                                              | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $117173.77    | 0.00%             | 2030-10-09      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                        | Croatia Government International Bond                                           | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |   1000000 | PA      | $1091866.50   | 0.03%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3023.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Incyte Corp                                                    | Incyte Corp                                                                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      4500 | NS      | $381645.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF CHILE                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-35302.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                      | Anchorage Capital Clo 24 Ltd                                                    | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004496.60   | 0.03%             | 2037-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                     | Atlas Senior Loan Fund XXIII Ltd                                                | CUSIP: 04942HAE5<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10033598.00  | 0.31%             | 2037-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                               | Zillow Group Inc                                                                | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      2200 | NS      | $169510.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | CDS ORACLE CORP                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $2387.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4563.66      | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER TOTTA SA                                       | Banco Santander Totta SA                                                        | CUSIP: 000000000<br>LEI: 549300URJH9VSI58CS32 | Long             | DBT              | CORP              | PT        |    400000 | PA      | $479734.53    | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                      | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142812.90    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $223603.60    | 0.01%             | 2036-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    815000 | PA      | $819942.91    | 0.03%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    113739 | NS      | $752858.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMUNE DI MILANO                                               | City of Milan Italy                                                             | CUSIP: 000000000<br>LEI: 8156001967BDA37A6B23 | Long             | DBT              | NUSS              | IT        |    315000 | PA      | $374856.08    | 0.01%             | 2035-06-29      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -1160000 | OU      | $-24.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp                                            | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      2529 | NS      | $486377.28    | 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      | $3.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                           | Bank of America Corp                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     51084 | NS      | $2635423.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                                              | Galderma Group AG                                                               | CUSIP: 000000000<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |      2760 | NS      | $487968.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-500161.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $245077.07    | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                       | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    130000 | PA      | $165886.69    | 0.01%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149710.47    | 0.00%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6905000 | PA      | $6947616.80   | 0.21%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-18559.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177402.87    | 0.01%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-53506.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                 | Kingfisher PLC                                                                  | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |    110900 | NS      | $461983.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $415912.32    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-376.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                            | Altice Financing SA                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    725000 | PA      | $545562.50    | 0.02%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359492.17    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                                        | Freeport Terminal Malta PLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    300000 | PA      | $316249.22    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2465000 | OU      | $1298.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2200055.76   | 0.07%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                      | Aviva PLC                                                                       | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |      6732 | NS      | $62276.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |   -889000 | NC      | $-4056.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group PLC                                              | Admiral Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      4430 | NS      | $199940.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                | Mitsubishi Corp                                                                 | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     46700 | NS      | $1113300.27   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                    | CFE Fibra E                                                                     | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200860.00    | 0.01%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                       | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $227901.89    | 0.01%             | N/A             | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Keyence Corp                                                   | Keyence Corp                                                                    | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       400 | NS      | $149024.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $115557.03    | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                     | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      3209 | NS      | $535357.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BFLD Trust                                                     | BFLD Trust 2025-EWEST                                                           | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $401671.08    | 0.01%             | 2042-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                        | Sea Ltd                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      3400 | NS      | $607682.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $50156.25     | 0.00%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                         | UCB SA                                                                          | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       760 | NS      | $212142.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                        | Autostrade per l'Italia SpA                                                     | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $121768.94    | 0.00%             | 2036-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                               | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     41385 | NS      | $3468890.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                                  | Kroger Co/The                                                                   | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     10300 | NS      | $694323.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                         | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $572118.22    | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $112929.38    | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   2250000 | NC      | $1.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $102202.08    | 0.00%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207090.18    | 0.01%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ashtead Group PLC                                              | Ashtead Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |      1940 | NS      | $130099.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                    | PepsiCo Inc                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2300 | NS      | $323012.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanrio Co Ltd                                                  | Sanrio Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 3538002Q5JQLOMSPH125 | Long             | EC               | CORP              | JP        |       500 | NS      | $23470.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                         | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39443.14     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43255.77     | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    887000 | NC      | $3.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AST PGIM Fixed Income Central Portfolio                        | AST PGIM Fixed Income Central Portfolio                                         | CUSIP: 000000000<br>LEI: 5493004PPIB4NJOLH005 | Long             | EC               | RF                | US        |  80657928 | NS      | $951763555.14 | 29.35%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152048.82    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                  | Stellantis NV                                                                   | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |     10453 | NS      | $97020.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -881000 | NC      | $-2834.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -4410000 | OU      | $-139.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672561 | PA      | $693030.88    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1100 | NS      | $533522.00    | 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      | $12223.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1983.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                      | Airbus SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | FR        |      5274 | NS      | $1231616.06   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                   | Associated British Foods PLC                                                    | CUSIP: 000000000<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |      2814 | NS      | $77754.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2939.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                         | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $242002.33    | 0.01%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                        | Rockwell Automation Inc                                                         | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      1200 | NS      | $419436.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $213.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1452.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                         | BP Capital Markets PLC                                                          | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $191925.00    | 0.01%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd                                                    | Komatsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      4900 | NS      | $170702.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318976.89    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    325000 | PA      | $300472.81    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $18475.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $54622.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc                                               | ANA Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |      5700 | NS      | $110121.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2702.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                      | Shin-Etsu Chemical Co Ltd                                                       | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      6200 | NS      | $203009.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15013832 | PA      | $537035.76    | 0.02%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                       | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $220294.20    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co Inc                                   | MSC Industrial Direct Co Inc                                                    | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       900 | NS      | $82926.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEPORT INDONESIA PT                                          | Freeport Indonesia PT                                                           | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $400800.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4219.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GABON BLUE BOND MASTER                                         | Gabon Blue Bond Master Trust Series 2                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    500000 | PA      | $505000.00    | 0.02%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                    | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37604.83     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                | AstraZeneca PLC                                                                 | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      8849 | NS      | $1355676.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3156.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325433 | PA      | $309464.24    | 0.01%             | 2052-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                    | Bouygues SA                                                                     | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      5838 | NS      | $263315.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLOVAKIA GOVERNMENT BOND                                       | Slovakia Government Bond                                                        | CUSIP: 000000000<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |    200000 | PA      | $239242.04    | 0.01%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    365000 | PA      | $377096.10    | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203667.68    | 0.01%             | 2031-05-09      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                    | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     23443 | NS      | $2416035.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orica Ltd                                                      | Orica Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     25410 | NS      | $354867.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IBM                                                            | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1962 | NS      | $553597.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              | CORP              | FR        |         1 | NC      | $-4157.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46854.00     | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3142J6AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1682279 | PA      | $1719617.06   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XXVIII Ltd                                                 | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7018408.60   | 0.22%             | 2038-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    335000 | PA      | $327440.22    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                              | Compass Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     16777 | NS      | $571856.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $319.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                  | Assa Abloy AB                                                                   | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |      3983 | NS      | $138639.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237634.59    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-45252.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                        | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      3362 | NS      | $1041345.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -887000 | NC      | $-9927.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $385791.69    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                           | Colgate-Palmolive Co                                                            | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     14100 | NS      | $1127154.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Rock CLO Ltd                                            | Silver Rock CLO III                                                             | CUSIP: 82811AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6030899.40   | 0.19%             | 2036-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2025-V16 Mortgage Trust                                               | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $467877.29    | 0.01%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | NOK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1558.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                      | Tesco PLC                                                                       | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    136561 | NS      | $818504.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                         | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $403229.82    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   2205000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20275000 | PA      | $15019339.84  | 0.46%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1497192 | PA      | $52020.68     | 0.00%             | 2029-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                     | Capital One Financial Corp                                                      | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5787 | NS      | $1230200.46   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                                            | Curtiss-Wright Corp                                                             | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       800 | NS      | $434352.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                     | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |     15059 | NS      | $232642.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                 | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301485 | PA      | $298433.82    | 0.01%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -7047000 | NC      | $-4532.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                      | Palantir Technologies Inc                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |      9300 | NS      | $1696506.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       221 | NC      | $-14285.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2720.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                       | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $325765.37    | 0.01%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                    | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    126695 | NS      | $23638753.10  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408035.76    | 0.01%             | 2035-08-15      | 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      | $8849.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg AS                                                   | Carlsberg AS                                                                    | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |       234 | NS      | $27237.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carvana Co                                                     | Carvana Co                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       500 | NS      | $188620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41597.05     | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-57518.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | Credit Agricole SA                                                              | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $252303.35    | 0.01%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $101.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        17 | NS      | $33346.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98282.56     | 0.00%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                     | Ecolab Inc                                                                      | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      2200 | NS      | $602492.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $408412.31    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | 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      | $-381.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1465000 | NC      | $576.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                 | Transocean International Ltd                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $261382.75    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                               | Bank Hapoalim BM                                                                | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     10782 | NS      | $219167.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $173500.00    | 0.01%             | 2047-07-31      | 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      | $-25191.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282479.09    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                          | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1197 | NS      | $359590.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    544000 | PA      | $408000.00    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $466018.01    | 0.01%             | 2032-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                     | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3076 | NS      | $1406531.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193719.79    | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                  | Vanguard Intermediate-Term Corporate Bond ETF                                   | CUSIP: 92206C870<br>LEI: N/A                  | Long             | EC               | RF                | US        |     16222 | NS      | $1364432.42   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Galp Energia SGPS SA                                           | Galp Energia SGPS SA                                                            | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |      5997 | NS      | $113641.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saab AB                                                        | Saab AB                                                                         | CUSIP: 000000000<br>LEI: 549300ZHO4JCQQI13M69 | Long             | EC               | CORP              | SE        |      3577 | NS      | $219778.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Holdings Ltd                                            | Viking Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     12300 | NS      | $764568.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | FWD TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   3555000 | NC      | $104386.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                                 | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      1506 | NS      | $125690.76    | 0.00%             |  |  |  | No            |                  1 | 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      | $48180.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56896.98     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp Japan                                              | Oracle Corp Japan                                                               | CUSIP: 000000000<br>LEI: 529900MIMKY9RU60Z323 | Long             | EC               | CORP              | JP        |       500 | NS      | $51051.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crane Co                                                       | Crane Co                                                                        | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      3100 | NS      | $570834.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimano Inc                                                    | Shimano Inc                                                                     | CUSIP: 000000000<br>LEI: 529900L32YT3P9DECR10 | Long             | EC               | CORP              | JP        |       500 | NS      | $55879.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co Ltd                                         | Zensho Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800DYF3UDM49ITT03 | Long             | EC               | CORP              | JP        |      1600 | NS      | $104523.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                          | STMicroelectronics NV                                                           | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | CH        |      8275 | NS      | $233892.23    | 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      | $57866.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                      | Sanofi SA                                                                       | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     11353 | NS      | $1075059.90   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                           | Westpac Banking Corp                                                            | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |     16042 | NS      | $413319.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $358023.73    | 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      | $-856799.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      2600 | NS      | $420654.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509762.52    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                       | United States International Development Finance Corp                            | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGA              | US        |    291667 | PA      | $284967.00    | 0.01%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volvo AB                                                       | Volvo AB                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      4307 | NS      | $123859.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1413 | NS      | $169332.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                       | Sartorius Stedim Biotech                                                        | CUSIP: 000000000<br>LEI: 52990006IVXY7GCSSR39 | Long             | EC               | CORP              | FR        |       169 | NS      | $34441.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    610000 | PA      | $606992.12    | 0.02%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $1998562.50   | 0.06%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    978000 | PA      | $1254479.01   | 0.04%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4227.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                    | Gap Inc/The                                                                     | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    375000 | PA      | $341338.73    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lottery Corp Ltd/The                                           | Lottery Corp Ltd/The                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7425 | NS      | $28832.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS ELECTRIC MKT STABL                                       | Texas Electric Market Stabilization Funding M LLC                               | CUSIP: 88240PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1097915.86   | 0.03%             | 2051-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                    | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     13700 | NS      | $1128469.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monday.com Ltd                                                 | Monday.com Ltd                                                                  | CUSIP: 000000000<br>LEI: 984500MDAFVD86E3B328 | Long             | EC               | CORP              | IL        |       500 | NS      | $96845.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                      | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     11956 | NS      | $312519.43    | 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      | $1432.99      | 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      | $-30262.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -14 | NC      | $-87.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPRINT LLC                                                     | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25056.33     | 0.00%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                | Yum! Brands Inc                                                                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      5508 | NS      | $837216.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Jennison Emerging Markets                                 | PGIM Jennison Emerging Markets                                                  | CUSIP: 743969628<br>LEI: N/A                  | Long             | EC               | RF                | US        |     39915 | NS      | $813870.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOGECAP SA                                                     | Sogecap SA                                                                      | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $400292.35    | 0.01%             | 2044-05-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1225.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $260948.50    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30887.44     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                     | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26327.97     | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CITY OF VANCOUVER                                              | City of Vancouver                                                               | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $152646.89    | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000 | PA      | $24860.51     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ILE DE FRANCE MOBILITES                                        | Ile-de-France Mobilites                                                         | CUSIP: 000000000<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $405292.72    | 0.01%             | 2031-05-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd                                         | Singapore Exchange Ltd                                                          | CUSIP: 000000000<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     24000 | NS      | $308097.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                               | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4877 | NS      | $1623960.85   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $31915.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                 | NewDay Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    500000 | PA      | $677695.11    | 0.02%             | 2032-03-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $229939.76    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9505.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                       | Magyar Export-Import Bank Zrt                                                   | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $380612.33    | 0.01%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                         | Berkshire Hathaway Inc                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7000 | NS      | $3519180.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $47054.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                                      | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |       748 | NS      | $158487.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -65680000 | OU      | $-33878.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2017-C38                                  | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319205 | PA      | $314510.59    | 0.01%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4460.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                     | Cadence Design Systems Inc                                                      | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3800 | NS      | $1334788.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $827205.04    | 0.03%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $412800.00    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd                                              | Elbit Systems Ltd                                                               | CUSIP: 000000000<br>LEI: 529900Q9CB1REUMZSS32 | Long             | EC               | CORP              | IL        |       505 | NS      | $256915.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | TRS BENCH8 INDEX                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $249111.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | EURO FX CURR                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |      -363 | NC      | $-327052.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -865000 | NC      | $-8641.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                  | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144165.70    | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $210770.08    | 0.01%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                  | Goodman Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      7884 | NS      | $170854.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                  | Snowflake Inc                                                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      3000 | NS      | $676650.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS CDX.EM.43.V1                                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-380351.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $632126.16    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-120871.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   3083000 | NC      | $93.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-536.54      | -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      | $-1142.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                 | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    610000 | PA      | $729498.50    | 0.02%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                   | Teradyne Inc                                                                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1900 | NS      | $261516.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX Corp                                                      | ORIX Corp                                                                       | CUSIP: 000000000<br>LEI: 35380016EMHNBOVYE123 | Long             | EC               | CORP              | JP        |     20600 | NS      | $540667.39    | 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      | $574.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2024-5C5 Mortgage Trust                                                     | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $392659.76    | 0.01%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $412048.00    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                           | Parker-Hannifin Corp                                                            | CUSIP: 000000000<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $585070.21    | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                        | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1040000 | PA      | $1135541.16   | 0.04%             | 2029-02-03      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                          | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105087.14    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1035000 | PA      | $408072.52    | 0.01%             | 2044-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                          | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58274.44     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                             | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      4348 | NS      | $1761766.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173636.20    | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $30643.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                        | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     25000 | PA      | $25469.25     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1427226.48   | 0.04%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-22063.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                   | Capgemini SE                                                                    | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2862 | NS      | $417501.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STERIS PLC                                                     | STERIS PLC                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $767064.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp                                                       | SMC Corp                                                                        | CUSIP: 000000000<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |       300 | NS      | $92727.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   2630000 | PA      | $3072977.23   | 0.09%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    685000 | PA      | $684265.62    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corp                                               | Bridgestone Corp                                                                | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     10700 | NS      | $494534.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                           | Ryanair Holdings PLC                                                            | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     12963 | NS      | $378810.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20458.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                          | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2016600 | PA      | $2006264.93   | 0.06%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286531.12    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -873000 | NC      | $-2449.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151225.85    | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | 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      | $-63458.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                      | Shell PLC                                                                       | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     58287 | NS      | $2077409.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                         | Mercedes-Benz Group AG                                                          | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     11339 | NS      | $714697.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    734000 | NC      | $8.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                       | BX Commercial Mortgage Trust 2024-PURE                                          | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    479621 | PA      | $348804.06    | 0.01%             | 2041-11-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                 | Continental AG                                                                  | CUSIP: 000000000<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      1311 | NS      | $86730.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                    | RCKT Mortgage Trust 2024-CES6                                                   | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385681 | PA      | $387014.44    | 0.01%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CNH CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   7047000 | NC      | $3011.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                              | NatWest Group PLC                                                               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $224500.00    | 0.01%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    275000 | PA      | $300236.54    | 0.01%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                          | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      4986 | NS      | $1135461.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| 3M Co                                                          | 3M Co                                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      2001 | NS      | $310515.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Makita Corp                                                    | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      1600 | NS      | $51858.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                             | Viking Cruises Ltd                                                              | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    700000 | PA      | $700028.00    | 0.02%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PGIM Global Real Estate Fund                                   | PGIM Global Real Estate Fund                                                    | CUSIP: 744336876<br>LEI: RM1TNBCZCD8HWGSSZZ84 | Long             | EC               | RF                | US        |     14011 | NS      | $295069.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                       | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10522.35     | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-541.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-25417.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85765.89     | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS NET LLC                                         | DIAMOND SPORTS NET LLC                                                          | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |    122434 | PA      | $106517.93    | 0.00%             | 2028-01-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11776.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio | Prudential Series Fund/The - Psf Pgim Jennison Blend Portfolio                  | CUSIP: 74437G730<br>LEI: SI6E3LOL5OUL8Q7NIF17 | Long             | EC               | RF                | US        |    278807 | NS      | $39771831.96  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                             | Qantas Airways Ltd                                                              | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |     84899 | NS      | $613463.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AST Large-Cap Growth Portfolio                                 | AST Large-Cap Growth Portfolio                                                  | CUSIP: 00767H477<br>LEI: ZJC7TLGOHTQNF4JSI810 | Long             | EC               | RF                | US        |    831841 | NS      | $90753828.42  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5840000 | PA      | $2501910.68   | 0.08%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |    889000 | NC      | $168.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                                             | Tikehau US CLO III Ltd                                                          | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   2900000 | PA      | $2907883.65   | 0.09%             | 2036-01-20      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    757000 | NC      | $0.95         | 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      | $-237319.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                  | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1180 | NS      | $307319.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                                        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37082.27     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $17475.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8445.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89164.95     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                       | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $465106.95    | 0.01%             | 2026-02-16      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $579915.72    | 0.02%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    220000 | PA      | $253586.23    | 0.01%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                 | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $309295.65    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-13630.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |         1 | NC      | $350863.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Financial Group Inc                                       | Sony Financial Group Inc                                                        | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |     47400 | NS      | $52565.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1292681.88   | 0.04%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS HUF PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    750000 | NC      | $2.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                           | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |    200000 | PA      | $226665.03    | 0.01%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -28 | NC      | $-2952.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    765000 | PA      | $909175.80    | 0.03%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8945000 | PA      | $8974350.78   | 0.28%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10367.11     | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                  | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $429501.86    | 0.01%             | 2051-08-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| International Consolidated Air                                 | International Consolidated Airlines Group SA                                    | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | EC               | CORP              | GB        |     84528 | NS      | $442372.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                          | Mountain View CLO 2013-1 Ltd                                                    | CUSIP: 62431UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    678127 | PA      | $679172.24    | 0.02%             | 2030-10-12      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | CDS REPUBLIC OF ITALY                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $4227.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2025-5C36                                                  | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1617965.18   | 0.05%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $9804.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd                                                   | Fujikura Ltd                                                                    | CUSIP: 000000000<br>LEI: 353800PSDZ8VRCKVPL51 | Long             | EC               | CORP              | JP        |      3400 | NS      | $332577.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                  | Boeing Co/The                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      2200 | NS      | $474826.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp                                              | Toyota Motor Corp                                                               | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     45400 | NS      | $871973.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                             | Poste Italiane SpA                                                              | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     10326 | NS      | $245459.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                       | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $556611.25    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                   | GS Mortgage Securities Corportation Trust 2021-IP                               | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $358217.46    | 0.01%             | 2036-10-15      | Floating      | 6.37%                 | 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      | $-6387.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROBLOX Corp                                                    | ROBLOX Corp                                                                     | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $124668.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                              | Computershare Ltd                                                               | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      8855 | NS      | $212748.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16540.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                            | PEER HOLDING III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   3125000 | PA      | $3674409.61   | 0.11%             | 2031-07-01      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                               | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $678577.42    | 0.02%             | N/A             | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7409.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2994.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                              | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    625000 | PA      | $584625.02    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                 | Commonwealth Bank of Australia                                                  | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      7071 | NS      | $780875.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -2560000 | OU      | $-4755.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    336000 | PA      | $424689.59    | 0.01%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                 | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101633.17    | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19379.20     | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3071.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO IX DAC                                        | Invesco Euro CLO IX DAC                                                         | CUSIP: 000000000<br>LEI: 635400ML4YCTUEI2O180 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1764084.68   | 0.05%             | 2038-07-20      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Schlumberger NV                                                | Schlumberger NV                                                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |      3400 | NS      | $116858.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-18422.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    284000 | PA      | $261876.25    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1390000 | PA      | $1325816.47   | 0.04%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      2288 | NS      | $2231228.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF TORONTO CANADA                                         | City of Toronto Canada                                                          | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $200931.43    | 0.01%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                                     | Palmer Square European CLO 2025-1 DAC                                           | CUSIP: 000000000<br>LEI: 2549005G74H3SLK9WL32 | Long             | ABS-CBDO         | CORP              | IE        |   8000000 | PA      | $9383007.60   | 0.29%             | 2039-10-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd/Australia                                  | Endeavour Group Ltd/Australia                                                   | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |     26163 | NS      | $62812.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                 | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      3872 | NS      | $1449096.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                             | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      8366 | NS      | $1977471.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33530.09     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                               | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     20857 | NS      | $1161352.53   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34956.25     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1757000 | NC      | $-12.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                       | RELX PLC                                                                        | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      3537 | NS      | $168993.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                         | Eurofins Scientific SE                                                          | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |       962 | NS      | $70155.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     84572 | NS      | $893242.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                    | Hitachi Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     24300 | NS      | $643781.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BTP                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        65 | NC      | $96133.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                             | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       146 | NS      | $139380.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS PLC                                                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-234788.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | PA      | $620009.39    | 0.02%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                    | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       500 | NS      | $391620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                         | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $424501.65    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AYVENS SA                                                      | Ayvens SA                                                                       | CUSIP: 000000000<br>LEI: 969500E7V019H9NP7427 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $482219.90    | 0.01%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34889.20     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49562.81     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | CHF/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-18.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                                             | National Grid Electricity Distribution East Midlands PLC                        | CUSIP: 000000000<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $359685.48    | 0.01%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CITY OF OTTAWA                                                 | City of Ottawa Ontario                                                          | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $99652.28     | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2100000 | PA      | $1505915.04   | 0.05%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                              | General Mills Inc                                                               | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     10600 | NS      | $534452.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                                     | Eiffage SA                                                                      | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |      2491 | NS      | $319141.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                               | Peruvian Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1100000 | PA      | $1097336.40   | 0.03%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                                            | RRE 24 Loan Management DAC                                                      | CUSIP: 000000000<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $294005.57    | 0.01%             | 2040-04-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                 | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      2072 | NS      | $431714.93    | 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      | $-229.07      | -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      | $33419.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    355000 | NC      | $1.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                  | Rio Tinto Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      2284 | NS      | $184234.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                   | Eagle RE 2023-1 Ltd                                                             | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     72338 | PA      | $72469.56     | 0.00%             | 2033-09-26      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-47709.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                                     | Palmer Square European CLO 2025-2 DAC                                           | CUSIP: 000000000<br>LEI: 254900W87JZZIIW4U960 | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $293817.75    | 0.01%             | 2038-07-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4285.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc                                                        | TIS Inc                                                                         | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |      4000 | NS      | $131940.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                        | SBA Communications Corp                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    925000 | PA      | $866041.86    | 0.03%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $45692.80     | 0.00%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503490.90    | 0.02%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-60816.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                          | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       400 | NS      | $81896.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | C$ CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -15 | NC      | $8753.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development                                  | Sumitomo Realty & Development Co Ltd                                            | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |      1100 | NS      | $48520.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                           | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72632.25     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd                                    | Suntory Beverage & Food Ltd                                                     | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |      2900 | NS      | $90636.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                                                   | Kyocera Corp                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23400 | NS      | $314348.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                           | Evonik Industries AG                                                            | CUSIP: 000000000<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      6340 | NS      | $110246.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                         | Darden Restaurants Inc                                                          | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       800 | NS      | $152288.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2591058.94   | 0.08%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $36492.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co Ltd                                                 | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      9300 | NS      | $297636.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    493671 | PA      | $489968.37    | 0.02%             | 2028-01-18      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $902461.52    | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                   | Ares Loan Funding IX Ltd                                                        | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4050000 | PA      | $4054172.31   | 0.13%             | 2038-03-31      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47552.24     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS SGD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7169.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                 | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  40050000 | PA      | $1987569.09   | 0.06%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                                   | ROCKWOOL A/S                                                                    | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |      4405 | NS      | $164224.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2232.19     | -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      | $5094.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                         | Mondelez International Inc                                                      | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $489290.45    | 0.02%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1330000 | NC      | $-9503.48     | -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      | $24960.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113530.86    | 0.00%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                 | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64055 | PA      | $61023.21     | 0.00%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-215.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Corp                                                  | Lasertec Corp                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $41041.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                  | DISH DBS Corp                                                                   | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $253357.58    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10328.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                              | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46029.54     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                 | Merrill Lynch Mortgage Investors Trust Series 2004-WMC3                         | CUSIP: 59020UCP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10032 | PA      | $9860.29      | 0.00%             | 2035-01-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                      | Packaging Corp of America                                                       | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |       543 | NS      | $118335.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd                                  | Nomura Research Institute Ltd                                                   | CUSIP: 000000000<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      1400 | NS      | $53748.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1662812 | PA      | $1718644.28   | 0.05%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                 | Park Avenue Institutional Advisers CLO Ltd 2019-2                               | CUSIP: 70018AAJ9<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7517328.00   | 0.23%             | 2034-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                      | Avoca CLO XXXII DAC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $294017.34    | 0.01%             | 2039-04-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                    | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3124 | NS      | $657602.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    294000 | PA      | $288120.00    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                       | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $830639.43    | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2155000 | PA      | $2058197.40   | 0.06%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Subaru Corp                                                    | Subaru Corp                                                                     | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |      4400 | NS      | $89668.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                          | Uber Technologies Inc                                                           | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     11000 | NS      | $1077670.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2480.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Payments Inc                                            | Global Payments Inc                                                             | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1800 | NS      | $149544.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                         | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705199.17    | 0.02%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                   | Danaher Corp                                                                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5600 | NS      | $1110256.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                         | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      4840 | NS      | $1295993.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                          | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $179592.13    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $103533.98    | 0.00%             | 2041-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114394.31    | 0.00%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALSTOM SA                                                      | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $124370.64    | 0.00%             | N/A             | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                 | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1573912 | PA      | $1406394.67   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                      | United Parcel Service Inc                                                       | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      6000 | NS      | $501180.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | RON/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                              | Hammerson Ireland Finance DAC                                                   | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $463186.21    | 0.01%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $423615.45    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                   | Vontier Corp                                                                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     12100 | NS      | $507837.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MS&AD Insurance Group Holdings                                 | MS&AD Insurance Group Holdings Inc                                              | CUSIP: 000000000<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |      1800 | NS      | $40762.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System Inc                                    | Columbia Banking System Inc                                                     | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $154440.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $998.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co Ltd                                         | SCREEN Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: 353800ND89FTQ9XQ0R07 | Long             | EC               | CORP              | JP        |       800 | NS      | $72489.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       334 | NS      | $323342.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                       | Motability Operations Group PLC                                                 | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $118582.57    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WH Group Ltd                                                   | WH Group Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |    285000 | NS      | $308641.05    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                | Ulta Beauty Inc                                                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       400 | NS      | $218700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                         | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2022 | NS      | $853203.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Option One Mortgage Loan Trust                                 | Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5                     | CUSIP: 68400XBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16656 | PA      | $17538.20     | 0.00%             | 2033-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                              | Iberdrola International BV                                                      | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1049956.44   | 0.03%             | N/A             | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                            | Deutsche Telekom AG                                                             | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     41082 | NS      | $1399641.94   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                                       | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    600000 | PA      | $773332.06    | 0.02%             | 2034-09-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                                      | Hikma Pharmaceuticals PLC                                                       | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      1394 | NS      | $32000.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                          | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $251100.00    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | KRW CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    355000 | NC      | $166.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                               | CVC Cordatus Loan Fund XV DAC                                                   | CUSIP: 000000000<br>LEI: 549300HHKDR21JP15S93 | Long             | ABS-CBDO         | CORP              | IE        |   7652805 | PA      | $8976342.90   | 0.28%             | 2032-08-26      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                 | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4255 | NS      | $3246565.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                       | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |  55489000 | PA      | $1902602.31   | 0.06%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                                            | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3832 | NS      | $1272837.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | SEK/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1117.89     | -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      | $52088.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares MSCI EAFE ETF                                          | iShares MSCI EAFE ETF                                                           | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |     38346 | NS      | $3580366.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -39 | NC      | $24966.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $153144.81    | 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      | $-42757.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional International Core Equity Market ETF               | Dimensional International Core Equity Market ETF                                | CUSIP: 25434V203<br>LEI: 54930095KJRG74HDT020 | Long             | EC               | RF                | US        |    652572 | NS      | $23720992.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLVENTUM CORP                                                 | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313073.91    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $109576.43    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                         | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $918792.75    | 0.03%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                    | Corteva Inc                                                                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |      2100 | NS      | $142023.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                                 | BNP Paribas SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |     14901 | NS      | $1362887.15   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Cencora Inc                                                    | Cencora Inc                                                                     | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       446 | NS      | $139388.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-7726.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                          | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1828 | NS      | $1113836.96   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $190690.00    | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                                  | Sona Fios CLO II DAC                                                            | CUSIP: 000000000<br>LEI: 6354005FTQMMKJDF3E19 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2354535.44   | 0.07%             | 2037-02-15      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                              | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61150.45     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                                   | TSB Bank PLC                                                                    | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $409713.51    | 0.01%             | 2030-02-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                | Sandoz Group AG                                                                 | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      3216 | NS      | $191810.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $210939.18    | 0.01%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    375000 | PA      | $390129.45    | 0.01%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                              | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $570517.86    | 0.02%             | 2027-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS DOMINICAN REPUBLIC                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $6628.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                               | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $390357.22    | 0.01%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $26414.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16282.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                           | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76042.12     | 0.00%             | 2036-01-16      | 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      | $16466.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      3584 | NS      | $262563.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $737.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         1 | NC      | $-0.89        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Gold Trust                                             | iShares Gold Trust                                                              | CUSIP: 464285204<br>LEI: 5493006UOY7GXQW0IP42 | Long             | EC               | RF                | US        |    188850 | NS      | $13742614.50  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                                   | Brambles Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23466 | NS      | $385022.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-540.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grosvenor Place CLO                                            | Grosvenor Place CLO 2022-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400XBQAMTXICTXN06 | Long             | ABS-CBDO         | CORP              | IE        |   7500000 | PA      | $8812930.01   | 0.27%             | 2038-05-24      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                           | Progressive Corp/The                                                            | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      2518 | NS      | $621820.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $30871.78     | 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      | $-49734.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47226.30     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Olympus Corp                                                   | Olympus Corp                                                                    | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |      2000 | NS      | $25286.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    385000 | PA      | $350138.25    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-148.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                          | Mitsui Fudosan Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     22500 | NS      | $244937.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                   | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2100 | NS      | $349356.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $112270.18    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                     | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      4252 | NS      | $706516.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                              | Levi Strauss & Co                                                               | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185788.06    | 0.01%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                     | Carvana Co                                                                      | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    950000 | PA      | $993960.59    | 0.03%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                    | Daiwa House Industry Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      4200 | NS      | $150843.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91602.84     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                          | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      6400 | NS      | $498560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193301.29    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                   | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    189000 | PA      | $196633.27    | 0.01%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $192640.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16394.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-OAT                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $-7813.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -62610000 | OU      | $-17927.33    | -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      | $-2345.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co AB                                                    | Telia Co AB                                                                     | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     61088 | NS      | $233048.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                             | ENEOS Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 3538001KQ5SAOZSQTT44 | Long             | EC               | CORP              | JP        |     39000 | NS      | $246995.07    | 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      | $-535507.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-340230.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES U.S., INC.                                         | MSCI EAFE                                                                       | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       237 | NC      | $-19046.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -887000 | NC      | $-251.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                     | Dai Nippon Printing Co Ltd                                                      | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |     16600 | NS      | $282278.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $43472.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     20000 | PA      | $19987.50     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                    | Telenor ASA                                                                     | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |     11186 | NS      | $185614.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                              | Allstate Corp/The                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      3400 | NS      | $729810.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                                                | Mitsui & Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |     19300 | NS      | $479242.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                            | General Electric Co                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      7800 | NS      | $2346396.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                       | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     45000 | PA      | $51607.57     | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                              | Trimaran CAVU 2025-2 Ltd                                                        | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6778368.23   | 0.21%             | 2038-03-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                      | Endesa SA                                                                       | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      3096 | NS      | $98930.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                         | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    945000 | PA      | $970785.17    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Terumo Corp                                                    | Terumo Corp                                                                     | CUSIP: 000000000<br>LEI: 353800JX1R4582QVK932 | Long             | EC               | CORP              | JP        |      5600 | NS      | $92380.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sberbank of Russia PJSC                                        | Sberbank of Russia PJSC                                                         | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     61896 | NS      | $0.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $557.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | IDR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6349.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                            | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     11804 | NS      | $704698.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITI GROUP/CSL CAPITAL                                        | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1239845.00   | 0.04%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $241248.49    | 0.01%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                                          | Monster Beverage Corp                                                           | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |      4700 | NS      | $316357.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    891000 | NC      | $7.27         | 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      | $-9242.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R03                                    | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $122834.95    | 0.00%             | 2042-03-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Getinge AB                                                     | Getinge AB                                                                      | CUSIP: 000000000<br>LEI: 5493003PZ4F570G3W735 | Long             | EC               | CORP              | SE        |      5610 | NS      | $120912.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3087813 | PA      | $3148965.86   | 0.10%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                         | American Honda Finance Corp                                                     | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $825360.67    | 0.03%             | 2031-06-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185164.58    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                              | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22857.89     | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                  | B&G Foods Inc                                                                   | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    675000 | PA      | $654396.41    | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                           | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      5654 | NS      | $1109484.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS GOVERNMENT OF MALAYSIA                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-19970.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                      | L3Harris Technologies Inc                                                       | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      1700 | NS      | $519197.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $20545.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                         | Intuitive Surgical Inc                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      2800 | NS      | $1252244.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    605000 | PA      | $599267.29    | 0.02%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                   | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     10000 | NS      | $433000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                         | BP PLC                                                                          | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     49923 | NS      | $286640.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8354.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |   4930000 | OU      | $2143.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                              | Lithia Motors Inc                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    900000 | PA      | $859722.35    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45159 | PA      | $43621.29     | 0.00%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS EUR                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   2205000 | OU      | $900.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                               | ArcelorMittal SA                                                                | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      9744 | NS      | $351523.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                                     | Phinia Inc                                                                      | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324961.07    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707053 | PA      | $704476.26    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203450.00    | 0.01%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Otsuka Corp                                                    | Otsuka Corp                                                                     | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |     18200 | NS      | $379910.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                         | CAN 5YR BOND                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        38 | NC      | $5712.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                                | Gen Digital Inc                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221253.58    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                     | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       674 | NS      | $263965.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Contego CLO DAC                                                | Contego Clo V DAC                                                               | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |   8100000 | PA      | $9504964.51   | 0.29%             | 2037-10-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-789637.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                                    | NN Group NV                                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |      6847 | NS      | $482833.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                      | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      3300 | NS      | $931260.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                                                  | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596608.75    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                      | Aptiv PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3200 | NS      | $275904.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Resources Ltd                                    | Northern Star Resources Ltd                                                     | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |      8262 | NS      | $129013.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                       | Cassa Depositi e Prestiti SpA                                                   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    600000 | PA      | $604961.16    | 0.02%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MTU Aero Engines AG                                            | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | EC               | CORP              | DE        |       205 | NS      | $94574.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                     | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9093 | NS      | $356354.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                            | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    315000 | PA      | $324056.25    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | 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      | $3079.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ericsson                                                       | Telefonaktiebolaget LM Ericsson                                                 | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     46650 | NS      | $386542.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group PLC                                      | Marks & Spencer Group PLC                                                       | CUSIP: 000000000<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |      7543 | NS      | $37006.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co Ltd                                               | Osaka Gas Co Ltd                                                                | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      5200 | NS      | $150611.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135049.81    | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                  | AIB Group PLC                                                                   | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     71594 | NS      | $652704.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                            | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      4375 | NS      | $267618.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $404981.00    | 0.01%             | 2029-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2468.07     | -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        |   -590000 | OU      | $-1876.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $361858.65    | 0.01%             | 2027-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $215176.50    | 0.01%             | 2029-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1044395.54   | 0.03%             | 2028-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                      | Carpenter Technology Corp                                                       | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1500 | NS      | $368310.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                               | TotalEnergies SE                                                                | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |     17498 | NS      | $1065779.30   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -88 | NC      | $5424.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMERS FINANCE TRUST                                            | OMERS Finance Trust                                                             | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $176566.43    | 0.01%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                     | US Bancorp                                                                      | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $969990.72    | 0.03%             | 2032-05-21      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Health Care Select Sector SPDR Fund                            | Health Care Select Sector SPDR Fund                                             | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             | EC               | RF                | US        |     77088 | NS      | $10728336.96  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                         | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1315000.00   | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                          | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3800 | NS      | $482676.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF COLOMBIA                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $55896.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    800000 | NC      | $0.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    835000 | PA      | $827693.75    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1996.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $379170.98    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Safran SA                                                      | Safran SA                                                                       | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      2267 | NS      | $804488.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54212.08     | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    665000 | PA      | $499581.25    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                             | AerCap Holdings NV                                                              | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | IE        |      2300 | NS      | $278300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-176.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd                                          | Valterra Platinum Ltd                                                           | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |       326 | NS      | $23237.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Euro CLO                                               | Carlyle Euro CLO 2021-2 DAC                                                     | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |  12235000 | PA      | $14333335.09  | 0.44%             | 2035-10-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                        | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     66000 | PA      | $67060.95     | 0.00%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289795.42    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LANDSVIRKJUN                                                   | Landsvirkjun                                                                    | CUSIP: 000000000<br>LEI: 213800Z3CFZOLXPJWN61 | Long             | DBT              | NUSS              | IS        |    400000 | PA      | $464463.57    | 0.01%             | 2026-07-24      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      5800 | NS      | $267670.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1098486 | PA      | $1125551.00   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $146363.00    | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41066.21     | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                            | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12896.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS UNITED MEXICAN STATES                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-17302.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                            | Imperial Brands PLC                                                             | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     16796 | NS      | $713518.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                    | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |     41000 | NS      | $940540.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE CAP FIN DAC                                           | Glencore Capital Finance DAC                                                    | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $109126.77    | 0.00%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                      | Sampo Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |     10439 | NS      | $120016.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                          | Province of Ontario Canada                                                      | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2080000 | PA      | $1522164.39   | 0.05%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $278667.90    | 0.01%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                        | Panasonic Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |     36200 | NS      | $392918.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma PLC                                                      | Halma PLC                                                                       | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |     11303 | NS      | $526163.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                         | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108369.51    | 0.00%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co Inc                                    | Chubu Electric Power Co Inc                                                     | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |      6900 | NS      | $95827.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                             | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    230000 | PA      | $149040.00    | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-24130.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                            | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      2409 | NS      | $741056.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | SWOP CDS CDX.NA.IG.45.V1                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -11110000 | OU      | $-4235.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10845000 | PA      | $5076240.98   | 0.16%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Orion Oyj                                                      | Orion Oyj                                                                       | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |      4099 | NS      | $314694.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                                          | Mountain View CLO IX Ltd                                                        | CUSIP: 62432BAN3<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    333452 | PA      | $333621.65    | 0.01%             | 2031-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                             | Province of Quebec Canada                                                       | CUSIP: 74814ZCC5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $38964.56     | 0.00%             | 2039-10-01      | None          | 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      | $-7822.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                     | Nasdaq Inc                                                                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     11300 | NS      | $999485.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -76 | NC      | $-4760.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1757000 | NC      | $12.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Russell 1000 Value ETF                                 | iShares Russell 1000 Value ETF                                                  | CUSIP: 464287598<br>LEI: 549300KLSYN5NN4YNM90 | Long             | EC               | RF                | US        |    216653 | NS      | $44108384.27  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LA POSTE SA                                                    | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $522628.36    | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                      | BPR Trust 2021-TY                                                               | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $598515.66    | 0.02%             | 2038-09-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccio                                 | ACS Actividades de Construccion y Servicios SA                                  | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      2708 | NS      | $217068.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                        | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37644.23     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FERROVIE DELLO STATO                                           | Ferrovie dello Stato Italiane SpA                                               | CUSIP: 000000000<br>LEI: 549300J4SXC5ALCJM731 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $476994.02    | 0.01%             | 2027-04-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    881000 | NC      | $0.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                         | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $35991.08     | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                | CDS CDX.NA.IG.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $92506.62     | 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      | $34698.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $79231.14     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                     | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      7112 | NS      | $425131.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NGC Ltd                                                        | NGC 2024-I Ltd                                                                  | CUSIP: 652927AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5018500.00   | 0.15%             | 2037-07-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                            | Griffon Corp                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    888000 | PA      | $887482.18    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HKEX                                                           | Hong Kong Exchanges & Clearing Ltd                                              | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      8300 | NS      | $471195.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $353113.88    | 0.01%             | 2056-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-67835.83    | -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      | $246455.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $93503.66     | 0.00%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                   | Centene Corp                                                                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     26600 | NS      | $949088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                      | Woodside Energy Group Ltd                                                       | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     14091 | NS      | $212787.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-90.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43263.91     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     12725 | NS      | $1839271.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $264489.98    | 0.01%             | N/A             | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-975.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PSF PGIM High Yield Bond Portfolio                             | PSF PGIM High Yield Bond Portfolio                                              | CUSIP: 74437G672<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2063727 | NS      | $15931976.05  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                          | Scotts Miracle-Gro Co/The                                                       | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    875000 | PA      | $807630.51    | 0.02%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                             | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9568.16      | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-16322.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                            | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1153171.05   | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341761.02    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                               | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    208673 | PA      | $208957.53    | 0.01%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd                                            | HKT Trust & HKT Ltd                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     38000 | NS      | $56183.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                           | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $126046.01    | 0.00%             | 2029-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                          | Robinhood Markets Inc                                                           | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       700 | NS      | $100226.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    880000 | PA      | $740156.52    | 0.02%             | 2040-10-31      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    575000 | PA      | $597047.72    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1977.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     32936 | NS      | $8006741.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                            | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    840000 | PA      | $838539.47    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                                                  | United States Treasury Bill                                                     | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11908883.28  | 0.37%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                  | AppLovin Corp                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      1600 | NS      | $1149664.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd                                      | Kawasaki Kisen Kaisha Ltd                                                       | CUSIP: 000000000<br>LEI: 353800FL04R73DS5P870 | Long             | EC               | CORP              | JP        |     10000 | NS      | $142188.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $242.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONG KONG                                                      | HONG KONG GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |   2000000 | PA      | $303939.63    | 0.01%             | 2033-06-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                         | Emirates NBD Bank PJSC                                                          | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    950000 | PA      | $584599.38    | 0.02%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                      | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    820000 | PA      | $785321.43    | 0.02%             | 2031-02-01      | Fixed         | 3.62%                 | 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      | $994779.17    | 0.03%             | 2027-08-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl    | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1380000 | PA      | $1352565.60   | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF PANAMA                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $6179.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $220000.00    | 0.01%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Arista Networks Inc                                            | Arista Networks Inc                                                             | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      7800 | NS      | $1136538.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-234652.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                      | Holcim AG                                                                       | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      4410 | NS      | $376281.33    | 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      | $217883.49    | 0.01%             |  |  |  | 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      | $168891.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1150556.13   | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | EUR/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9498.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                        | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 430520000 | PA      | $1308744.72   | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    830000 | PA      | $877565.31    | 0.03%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138407.63    | 0.00%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                 | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $237834.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                         | RWE AG                                                                          | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |      5664 | NS      | $251927.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7965000 | PA      | $3566559.97   | 0.11%             | 2042-05-15      | None          | 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      | $427.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    157360 | NS      | $2220840.52   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    295000 | OU      | $2258.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                                 | Armstrong World Industries Inc                                                  | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      4400 | NS      | $862444.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124379.22    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                          | Guatemala Government Bond                                                       | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $206600.00    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                    | Netflix Inc                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      2000 | NS      | $2397840.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                                     | Siemens AG                                                                      | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      6770 | NS      | $1827751.27   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7EQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1111177 | PA      | $954933.09    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                                     | Acciona SA                                                                      | CUSIP: 000000000<br>LEI: 54930002KP75TLLLNO21 | Long             | EC               | CORP              | ES        |       619 | NS      | $124381.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                      | Fresenius Medical Care AG                                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      6565 | NS      | $346878.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2965000 | PA      | $3002989.06   | 0.09%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Spotify Technology SA                                          | Spotify Technology SA                                                           | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | SE        |       600 | NS      | $418800.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR LEASING CO LLC                                            | Star Leasing Co LLC                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1078390.38   | 0.03%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                           | ACE Securities Corp Home Equity Loan Trust Series 2004-IN1                      | CUSIP: 004421FD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20187 | PA      | $18997.65     | 0.00%             | 2034-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                        | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1900 | NS      | $366206.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2382.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                    | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $161570.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                   | WP Carey Inc                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $485634.04    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |   -878000 | NC      | $-2287.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14543.45     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9420000 | PA      | $5054418.75   | 0.16%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF INDONESIA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-21210.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                    | Netflix Inc                                                                     | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    100000 | PA      | $124554.96    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $270003.27    | 0.01%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                             | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1260000 | PA      | $1478378.44   | 0.05%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437213.17    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                              | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    325000 | PA      | $324187.50    | 0.01%             | 2032-01-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                              | Hellenic Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   1840000 | PA      | $1905409.45   | 0.06%             | 2035-02-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   6430000 | OU      | $82.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                       | Madison Park Funding XXXIV Ltd                                                  | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504488.00   | 0.05%             | 2037-10-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-597.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Warner Bros Discovery Inc                                      | Warner Bros Discovery Inc                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     14500 | NS      | $283185.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                       | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $246275.77    | 0.01%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                                    | Cintas Corp                                                                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $225786.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                    | Corning Inc                                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      8101 | NS      | $664525.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd                                           | Sonic Healthcare Ltd                                                            | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |     20767 | NS      | $294141.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                 | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   6110000 | PA      | $297732.33    | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-54417.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CDS ALPHABET INC                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $7532.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -90 | NC      | $-1542.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $102318.85    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS NZD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $15613.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049854 | PA      | $1045216.14   | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                        | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98444.37     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1207982 | PA      | $1110486.60   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |         1 | NC      | $5930.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263036.72    | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                 | Prudential PLC                                                                  | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | HK        |     37197 | NS      | $520747.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                        | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    800000 | PA      | $962429.84    | 0.03%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   2560000 | OU      | $14.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                              | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $219030.77    | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SAGESS                                                         | Gestion Securite de Stocks Securite SA                                          | CUSIP: 000000000<br>LEI: 96950015LNMQ336X4W81 | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $813469.29    | 0.03%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                       | Windstream Services LLC / Windstream Escrow Finance Corp                        | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $217701.83    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1782000 | NC      | $459.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nassau Euro CLO DAC                                            | Nassau Euro CLO IV DAC                                                          | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-CBDO         | CORP              | IE        |   9000000 | PA      | $10579854.60  | 0.33%             | 2038-07-20      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $355926.49    | 0.01%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $286717.20    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                    | Gartner Inc                                                                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3600 | NS      | $946332.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -891000 | NC      | $-11688.00    | -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      | $28718.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                 | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325514 | PA      | $321375.89    | 0.01%             | 2054-12-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15571.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS CNH PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   7047000 | NC      | $51.73        | 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      | $53904.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                 | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     11621 | NS      | $2920473.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Micron Technology Inc                                          | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      5900 | NS      | $987188.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Euro CLO                                                  | Ares European CLO XI DAC                                                        | CUSIP: 000000000<br>LEI: 6354007OH9MZ1YTNJL79 | Long             | ABS-CBDO         | CORP              | IE        |   4815691 | PA      | $5649246.86   | 0.17%             | 2032-04-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    860000 | PA      | $1007158.79   | 0.03%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                 | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      9548 | NS      | $1517750.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                           | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382420.32    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                            | PEN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7948.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248654.35    | 0.01%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    355000 | PA      | $363527.10    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D                       | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  19066365 | NS      | $19054925.59  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  42540000 | PA      | $2261999.78   | 0.07%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17046.33    | -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      | $-70464.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                   | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    211000 | PA      | $220945.18    | 0.01%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309297.71    | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22219.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3278.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                     | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     10990 | NS      | $686545.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scout24 SE                                                     | Scout24 SE                                                                      | CUSIP: 000000000<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |      1994 | NS      | $250162.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $574827.01    | 0.02%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                    | Taurus 2021-4 UK DAC                                                            | CUSIP: 000000000<br>LEI: 6354001CXJE7XMMVG324 | Long             | ABS-MBS          | CORP              | IE        |   1214902 | PA      | $1638111.56   | 0.05%             | 2031-08-17      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137FWXZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330866 | PA      | $52818.06     | 0.00%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2690000 | PA      | $2693992.97   | 0.08%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                     | Phoenix Group Holdings PLC                                                      | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | EC               | CORP              | GB        |     32906 | NS      | $285527.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                              | Suzuki Motor Corp                                                               | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     16600 | NS      | $241677.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                   | Alphabet Inc                                                                    | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21800 | NS      | $5309390.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2148231.71   | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                        | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  25500000 | PA      | $1312146.16   | 0.04%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                   | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11869 | NS      | $1843137.01   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                               | DIAMOND SPORTS GRP LLC- WARRANTS                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32045 | NS      | $0.32         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Michelin                                                       | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      5014 | NS      | $180572.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      6217 | NS      | $369267.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $439195.47    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $262728.92    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -1782000 | NC      | $-7053.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                   | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     16200 | NS      | $475800.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $392386.62    | 0.01%             | 2045-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                 | Atlassian Corp                                                                  | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | AU        |      1400 | NS      | $223580.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    873000 | NC      | $3.89         | 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      | $-53991.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $238016.00    | 0.01%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| QBE Insurance Group Ltd                                        | QBE Insurance Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     50993 | NS      | $693926.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp                                             | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      3600 | NS      | $218844.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon 70 Alto Ltd                                            | Octagon 70 Alto Ltd                                                             | CUSIP: 67578CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7250000.00   | 0.22%             | 2036-10-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                       | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     16700 | NS      | $200215.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                          | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93078.38     | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Amundi SA                                                      | Amundi SA                                                                       | CUSIP: 000000000<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |      5457 | NS      | $433692.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | Barclays Bank PLC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $128203.24    | 0.00%             | 2033-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $543953.48    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $212511.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42086.98     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                           | BlueMountain CLO XXXI Ltd                                                       | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251897.25   | 0.04%             | 2034-04-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                      | Towd Point Mortgage Trust 2024-CES5                                             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192828 | PA      | $193128.94    | 0.01%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                            | Iceland Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    300000 | PA      | $330484.74    | 0.01%             | 2028-04-15      | None          | 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      | $31044.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ST Engineering                                                 | Singapore Technologies Engineering Ltd                                          | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     35700 | NS      | $238387.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                                     | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      6081 | NS      | $293894.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BMTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2749650 | PA      | $416.30       | 0.00%             | 2025-11-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12357.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $650501.54    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Daito Trust Cons                                               | Daito Trust Construction Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      3500 | NS      | $76794.38     | 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      | $-3599.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51045.35     | 0.00%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $962339.43    | 0.03%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $17998.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    620000 | PA      | $640114.61    | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 2 DAC                                                         | CUSIP: 000000000<br>LEI: 213800UUXX2DYH3TCG21 | Long             | ABS-CBDO         | CORP              | IE        |   4550000 | PA      | $5354344.81   | 0.17%             | 2034-07-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                      | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      7100 | NS      | $95270.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                          | Freedom Mortgage Holdings LLC                                                   | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314355.32    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1318092.17   | 0.04%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QVLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1412961 | PA      | $1458336.09   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1827000 | NC      | $3.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RB Global Inc                                                  | RB Global Inc                                                                   | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |      2600 | NS      | $281736.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135991 | PA      | $140355.64    | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                       | Cooperatieve Rabobank UA                                                        | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $260261.83    | 0.01%             | 2026-12-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1912435 | PA      | $1630737.37   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $100842.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                               | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    500000 | PA      | $585190.55    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                  | Automatic Data Processing Inc                                                   | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      2300 | NS      | $675050.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ONTARIO TEACHERS' FINANC                                       | Ontario Teachers' Finance Trust                                                 | CUSIP: 000000000<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $442100.27    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $1046219.44   | 0.03%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-41325.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS CLP                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-2798.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corp                                                     | Disco Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       600 | NS      | $188124.31    | 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      | $-57070.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                               | DSM-Firmenich AG                                                                | CUSIP: 000000000<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |       500 | NS      | $42659.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                        | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $401498.55    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd                                           | Evolution Mining Ltd                                                            | CUSIP: 000000000<br>LEI: 254900BCFW5QO5LW8F27 | Long             | EC               | CORP              | AU        |     22556 | NS      | $160791.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                     | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1259587.56   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    600000 | PA      | $753845.76    | 0.02%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-425574.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-52376.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                            | CBAM 2020-12 Ltd                                                                | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3432000 | PA      | $3437717.37   | 0.11%             | 2034-07-20      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew PLC                                             | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     26577 | NS      | $482036.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/PHP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1089.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                  | Citigroup Commercial Mortgage Trust 2017-C4                                     | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307932 | PA      | $301381.85    | 0.01%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $298107.97    | 0.01%             | 2046-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                         | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $995022.40    | 0.03%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                              | Post Holdings Inc                                                               | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1100 | NS      | $118228.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                                 | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20626.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                                     | Aumovio SE                                                                      | CUSIP: 000000000<br>LEI: 391200IGI9RQ7VTOK384 | Long             | EC               | CORP              | DE        |       655 | NS      | $27007.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BALDER FINLAND OYJ                                             | Balder Finland Oyj                                                              | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |    700000 | PA      | $765424.25    | 0.02%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies Inc                                        | Akamai Technologies Inc                                                         | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      1300 | NS      | $98488.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTAMY GROUP CORP                                             | Mattamy Group Corp                                                              | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19861.20     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TDF INFRASTRUCTURE SAS                                         | TDF Infrastructure SASU                                                         | CUSIP: 000000000<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236963.82    | 0.01%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DHL GROUP                                                      | DHL GROUP                                                                       | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      8105 | NS      | $362190.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                               | Zillow Group Inc                                                                | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      1800 | NS      | $133992.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103348.89    | 0.00%             | 2036-09-15      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-321335.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $314016.16    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                   | Carrefour SA                                                                    | CUSIP: 000000000<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     13485 | NS      | $204361.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                  | Ingredion Inc                                                                   | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2700 | NS      | $329697.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                        | Sekisui Chemical Co Ltd                                                         | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |      2700 | NS      | $50264.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                                         | IDEXX Laboratories Inc                                                          | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1700 | NS      | $1086113.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10389.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                            | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226557.02    | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd                                              | Futu Holdings Ltd                                                               | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | HK        |       800 | NS      | $139128.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $4061.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd                                                    | Wix.com Ltd                                                                     | CUSIP: 000000000<br>LEI: 5493008P6N29Q1AG9464 | Long             | EC               | CORP              | IL        |       100 | NS      | $17763.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                       | European Investment Bank                                                        | CUSIP: 29878TBG8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    400000 | PA      | $178900.63    | 0.01%             | 2037-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                       | TDK Corp                                                                        | CUSIP: 000000000<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |      7800 | NS      | $112950.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toro European CLO                                              | Toro European CLO 9 DAC                                                         | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-CBDO         | CORP              | IE        |   8000000 | PA      | $9409399.30   | 0.29%             | 2037-04-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                       | Mitsubishi Estate Co Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |      4400 | NS      | $101128.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                                     | NIDEC CORP                                                                      | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |      4900 | NS      | $87096.86     | 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      | $-26729.21    | -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      | $1513233.62   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS KINGDOM OF BAHRAIN                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $10977.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                                  | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      1657 | NS      | $408616.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    160000 | PA      | $190665.72    | 0.01%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                      | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       482 | NS      | $93107.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G PLC                                                        | M&G PLC                                                                         | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | EC               | CORP              | GB        |     63152 | NS      | $215367.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-724.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    720000 | PA      | $665571.90    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EC               | CORP              | DE        |       635 | NS      | $47133.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    437000 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                                | D'ieteren Group                                                                 | CUSIP: 000000000<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |       277 | NS      | $51992.34     | 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      | $168847.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                                           | Agence France Locale                                                            | CUSIP: 000000000<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $228500.80    | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1013.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                          | Costco Wholesale Corp                                                           | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1800 | NS      | $1666134.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                       | Next PLC                                                                        | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1694 | NS      | $282396.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd                                         | Otsuka Holdings Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7500 | NS      | $399980.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-HQA4                                         | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $202000.00    | 0.01%             | 2041-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                       | Ferguson Enterprises Inc                                                        | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |       993 | NS      | $223014.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                            | Macquarie Group Ltd                                                             | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       234 | NS      | $33965.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                    | Swedbank AB                                                                     | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |     12012 | NS      | $362590.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                 | Bain Capital Credit CLO 2022-4 Ltd                                              | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1504097.55   | 0.05%             | 2037-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              | CORP              | GB        |  -9860000 | OU      | $-1571.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Corp                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    825000 | PA      | $837115.75    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                      | Elisa Oyj                                                                       | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      2024 | NS      | $106236.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                           | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $531060.76    | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                               | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1044601.80   | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Evolution AB                                                   | Evolution AB                                                                    | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |       775 | NS      | $63801.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                           | Edison International                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111829.27    | 0.00%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                     | Zoetis Inc                                                                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      1900 | NS      | $278008.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    887000 | NC      | $1.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39626.52     | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/SGD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12555.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279262.80    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                   | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299570.25    | 0.01%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $259636.46    | 0.01%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                              | NatWest Group PLC                                                               | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200000.00    | 0.01%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     13479 | NS      | $1286840.13   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1285.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc/Japan                                          | Trend Micro Inc/Japan                                                           | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      2900 | NS      | $158725.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                               | LPL Holdings Inc                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81505.23     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                    | Pandora A/S                                                                     | CUSIP: 000000000<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |      1065 | NS      | $139246.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                   | Prysmian SpA                                                                    | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       675 | NS      | $67177.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                  | Ford Motor Co                                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     43400 | NS      | $519064.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                             | Analog Devices Inc                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      7383 | NS      | $1814003.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LUKOIL PJSC                                                    | LUKOIL PJSC                                                                     | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |      3042 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DISH NETWORK CORP                                              | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    550000 | PA      | $582140.67    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12172.15    | -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      | $-23509.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                            | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     55000 | PA      | $66967.53     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                  | McKesson Corp                                                                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |       800 | NS      | $618032.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREGA SA                                                      | Terega SA                                                                       | CUSIP: 000000000<br>LEI: 969500Y0L922VYT3UI51 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $630767.75    | 0.02%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ANDORRA INTERNATIONAL BD                                       | Andorra International Bond                                                      | CUSIP: 000000000<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |   1000000 | PA      | $1052111.52   | 0.03%             | 2031-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5817 | NS      | $1767728.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                               | Asahi Kasei Corp                                                                | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |     18000 | NS      | $141475.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                                              | Swire Pacific Ltd                                                               | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     10500 | NS      | $88960.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                               | Coca-Cola HBC AG                                                                | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      3254 | NS      | $153519.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69338.30     | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $207350.00    | 0.01%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                   | 3i Group PLC                                                                    | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      8731 | NS      | $481278.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Technology Holdings PL                                 | Seagate Technology Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | US        |      1148 | NS      | $270996.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                            | JPMorgan Chase & Co                                                             | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     12000 | NS      | $3785160.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO                                            | Emerson Electric Co                                                             | CUSIP: 291011BU7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1290777.37   | 0.04%             | 2031-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                            | COMM 2018-COR3 Mortgage Trust                                                   | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549969 | PA      | $543411.21    | 0.02%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                        | Unibail-Rodamco-Westfield SE                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $241854.30    | 0.01%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $419616.50    | 0.01%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8240000 | PA      | $7649037.50   | 0.24%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ESTONIA                                            | Estonia Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |    140000 | PA      | $173642.23    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -892000 | NC      | $-1958.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                               | Wartsila OYJ Abp                                                                | CUSIP: 000000000<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |     13653 | NS      | $409517.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                     | Garmin Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       900 | NS      | $221598.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $117246.64    | 0.00%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $520275.97    | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                               | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     21600 | NS      | $1426896.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                                     | Boliden AB                                                                      | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |      3336 | NS      | $136170.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                               | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $825338.56    | 0.03%             | 2031-02-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                  | BHP Group Ltd                                                                   | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     32735 | NS      | $914459.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                       | Autonomous Community of Catalonia                                               | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |    100000 | PA      | $129607.27    | 0.00%             | 2030-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $31934.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shizuoka Financial Group Inc                                   | Shizuoka Financial Group Inc                                                    | CUSIP: 000000000<br>LEI: 353800MNO5C8V2SHGA81 | Long             | EC               | CORP              | JP        |      2800 | NS      | $38301.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS ILS                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1649.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners                                 | Coca-Cola Europacific Partners PLC                                              | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      3701 | NS      | $334607.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA HOLDCO LTD                                              | ZEGONA HOLDCO LTD                                                               | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |   4075000 | PA      | $4796960.73   | 0.15%             | 2029-07-30      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                | Nintendo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      6600 | NS      | $571027.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdi                                 | Yangzijiang Shipbuilding Holdings Ltd                                           | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | CN        |     70500 | NS      | $184446.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp L                                 | Oversea-Chinese Banking Corp Ltd                                                | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     12800 | NS      | $163195.08    | 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      | $11889.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital Europe CLO                                   | Anchorage Capital Europe CLO 2021-4 DAC                                         | CUSIP: 000000000<br>LEI: 635400DODOOELVF8BK72 | Long             | ABS-CBDO         | CORP              | IE        |   2357000 | PA      | $2769436.36   | 0.09%             | 2034-04-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                   | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $860231.45    | 0.03%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS SULTANATE OF OMAN                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-7407.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                                 | Ford Auto Securitization Trust                                                  | CUSIP: 345213JP8<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-O            | CORP              | CA        |    500000 | PA      | $359003.38    | 0.01%             | 2029-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                         | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71825.62     | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3216979 | PA      | $3266742.05   | 0.10%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                                       | Corp Inmobiliaria Vesta SAB de CV                                               | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201660.00    | 0.01%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                      | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27934.85     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102184.02    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                             | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |   1740000 | PA      | $1680996.60   | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233703.34    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank                                                           | BANK 2017-BNK6                                                                  | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105657 | PA      | $104025.55    | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $97712.03     | 0.00%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                              | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14752.73     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                             | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $567681.81    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group                                 | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     98000 | NS      | $1580875.10   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                            | Northern Trust Corp                                                             | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      7400 | NS      | $996040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                         | Blackstone Property Partners Europe Holdings Sarl                               | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $223208.04    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                              | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167170.24    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-40828.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                             | Tokyo Electron Ltd                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1700 | NS      | $301353.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                            | Eastman Chemical Co                                                             | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      5600 | NS      | $353080.00    | 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      | $7040.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $231921.72    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                              | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1100 | NS      | $112134.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-189773.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                         | Lendmark Funding Trust 2025-2                                                   | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $332188.82    | 0.01%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $500465.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                       | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $107484.28    | 0.00%             | 2029-06-20      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                               | NTT Finance Corp                                                                | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203185.74    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Securitas AB                                                   | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |      7142 | NS      | $107652.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $261064.11    | 0.01%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-99893.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $380246.05    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $391651.35    | 0.01%             | 2034-07-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                  | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       525 | NS      | $295191.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrari NV                                                     | Ferrari NV                                                                      | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |       205 | NS      | $99367.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                          | Japan Government Twenty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 350900000 | PA      | $2039496.00   | 0.06%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                              | Battalion Clo XXI Ltd                                                           | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000985.40   | 0.03%             | 2034-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11188.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                      | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     11325 | NS      | $800847.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2416.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $274551.09    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                | WPC Eurobond BV                                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113219.51    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Scentre Group                                                  | Scentre Group                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    100387 | NS      | $270781.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                            | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52962.85     | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1387.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817298 | PA      | $828886.49    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                     | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      3213 | NS      | $224877.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                        | Procter & Gamble Co/The                                                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7903 | NS      | $1214295.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                                           | Western Digital Corp                                                            | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      2000 | NS      | $240120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European CLO                                     | Palmer Square European CLO 2022-2 DAC                                           | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-CBDO         | CORP              | IE        |   7000000 | PA      | $8228532.54   | 0.25%             | 2038-01-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                    | Raymond James Financial Inc                                                     | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      5800 | NS      | $1001080.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Countrywide Asset-Backed Certi                                 | CWABS Asset-Backed Certificates Trust 2004-BC4                                  | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        82 | PA      | $109.18       | 0.00%             | 2034-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                           | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    795000 | PA      | $792931.01    | 0.02%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | US        |      1300 | NS      | $420654.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $212034.00    | 0.01%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                       | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $554034.20    | 0.02%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25000 | PA      | $28172.80     | 0.00%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1533375.00   | 0.05%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                         | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86193.99     | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | CDS UNITED STATES OF AMERICA                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $144.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | DKK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                              | Newell Brands Inc                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113487.35    | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Virtu Financial Inc                                            | Virtu Financial Inc                                                             | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      5900 | NS      | $209450.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                       | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $306238.24    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Cie Financiere Richemont SA                                    | Cie Financiere Richemont SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1579 | NS      | $303114.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                                     | Tenaris SA                                                                      | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      1890 | NS      | $33865.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2262.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                 | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       656 | NS      | $438626.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5610.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1937.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau                                                        | Tikehau CLO XIII DAC                                                            | CUSIP: 000000000<br>LEI: 6354006QUI9OYIL7LT78 | Long             | ABS-CBDO         | CORP              | IE        |   8000000 | PA      | $9425623.74   | 0.29%             | 2038-10-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                               | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     24100 | NS      | $2717275.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                                   | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     20236 | NS      | $383054.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co Ltd                                         | Japan Post Bank Co Ltd                                                          | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |      5800 | NS      | $71020.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                         | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    390000 | PA      | $414123.45    | 0.01%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12983.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $136539.13    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34778.97     | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1845000 | PA      | $737607.64    | 0.02%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                  | Exeter Automobile Receivables Trust 2021-3                                      | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492958 | PA      | $487097.38    | 0.02%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                            | Freddie Mac STACR REMIC Trust 2021-DNA7                                         | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $181519.20    | 0.01%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                       | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |      6400 | NS      | $213063.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd                                              | Origin Energy Ltd                                                               | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |      5660 | NS      | $46709.13     | 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      | $12731.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                           | Celsius Holdings Inc                                                            | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $730123.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE (GOVT OF)                                               | French Republic Government Bond OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   1070000 | PA      | $1248462.57   | 0.04%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                 | NRG Energy Inc                                                                  | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      6100 | NS      | $987895.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                   | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     25787 | NS      | $8507389.17   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                                            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      8600 | NS      | $109134.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                          | PennyMac Financial Services Inc                                                 | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    655000 | PA      | $634232.05    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                      | Zurich Insurance Group AG                                                       | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       585 | NS      | $418148.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                            | PayPal Holdings Inc                                                             | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     12500 | NS      | $838250.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                       | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1116240.10   | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | TENNECO INC                                                                     | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    460529 | PA      | $448768.89    | 0.01%             | 2028-11-17      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                  | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     13875 | NS      | $561444.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                             | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     16409 | NS      | $1238715.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Nippon Yusen KK                                                | Nippon Yusen KK                                                                 | CUSIP: 000000000<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      6900 | NS      | $235463.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co Ltd                                           | Fuji Electric Co Ltd                                                            | CUSIP: 000000000<br>LEI: 5299000HVNGZZTYYM906 | Long             | EC               | CORP              | JP        |      2500 | NS      | $167584.36    | 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      | $23171.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $96.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4745000 | PA      | $2003425.11   | 0.06%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1311.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AST Small-Cap Growth Portfolio                                 | AST Small-Cap Growth Portfolio                                                  | CUSIP: 000000000<br>LEI: V7EISZENYUUBRRNZ9C08 | Long             | EC               | RF                | US        |    246862 | NS      | $20778365.20  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                        | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10850.20     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                       | Korea Housing Finance Corp                                                      | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $595548.60    | 0.02%             | 2029-03-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                       | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $599379.65    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                         | Corp Andina de Fomento                                                          | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $245756.04    | 0.01%             | 2028-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nova Ltd                                                       | Nova Ltd                                                                        | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |       587 | NS      | $186663.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -3569000 | NC      | $-3080.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                           | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $101319.34    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    110000 | PA      | $127466.61    | 0.00%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                      | Bandai Namco Holdings Inc                                                       | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      3200 | NS      | $106468.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                            | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5009.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                     | Progress Residential 2025-SFR3 Trust                                            | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $265235.74    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Logitech International SA                                      | Logitech International SA                                                       | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |      1322 | NS      | $145417.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                       | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      1365 | NS      | $235981.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                                           | Ares Management Corp                                                            | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      1186 | NS      | $189629.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Danske Bank A/S                                                | Danske Bank A/S                                                                 | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |      3720 | NS      | $158898.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $-2162.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                 | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       245 | NS      | $573096.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                         | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $83039.02     | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $502704.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dimensional Core Fixed Income ETF                              | Dimensional Core Fixed Income ETF                                               | CUSIP: 25434V872<br>LEI: 549300UT5CL8M0JR7R22 | Long             | EC               | RF                | US        |    824636 | NS      | $35261435.36  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                      | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     23100 | NS      | $442365.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206015.92    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $77660.77     | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                         | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2681 | NS      | $925749.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                     | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     12759 | NS      | $2954218.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                        | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1118371.39   | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-26829.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   6282000 | PA      | $7441877.07   | 0.23%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ATI Inc                                                        | ATI Inc                                                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      1000 | NS      | $81340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                               | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    267000 | PA      | $265236.30    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-192.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710000 | PA      | $1776262.50   | 0.05%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $40140.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                            | Global Payments Inc                                                             | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $369627.28    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | NZD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15460.59     | 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      | $333572.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                     | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | EC               | CORP              | DE        |      4274 | NS      | $133570.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                       | Israel Electric Corp Ltd                                                        | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    500000 | PA      | $529225.00    | 0.02%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                         | Boston Scientific Corp                                                          | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      2900 | NS      | $283127.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1158.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | SEK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3699.78      | 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      | $40831.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astera Labs Inc                                                | Astera Labs Inc                                                                 | CUSIP: 04626A103<br>LEI: 529900LJL8TUEGF7HG20 | Long             | EC               | CORP              | US        |      3100 | NS      | $606980.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Parallel Ltd                                                   | Parallel 2020-1 Ltd                                                             | CUSIP: 69917AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    806000 | PA      | $807434.60    | 0.02%             | 2034-07-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                              | Transcanada Trust                                                               | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149250.00    | 0.00%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $229449.54    | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| DraftKings Inc                                                 | DraftKings Inc                                                                  | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |      4100 | NS      | $153340.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HELLENIC REPUBLIC                                              | Hellenic Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    120000 | PA      | $153613.74    | 0.00%             | 2034-07-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                    | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      8531 | NS      | $2399258.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                                        | Zebra Technologies Corp                                                         | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1500 | NS      | $445740.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master O                                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401873.28    | 0.01%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                          | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1727.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                                       | Visa Inc                                                                        | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      5500 | NS      | $1877590.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $875533.75    | 0.03%             | 2028-02-15      | 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      | $-1166.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | CDS BARCLAYS PLC                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $890.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                             | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    220000 | PA      | $213290.00    | 0.01%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2519.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2020-2                                         | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    287403 | PA      | $282455.24    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                            | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       500 | NS      | $117490.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                                     | Kirby Corp                                                                      | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      1500 | NS      | $125175.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1583775 | PA      | $1559478.45   | 0.05%             | 2050-09-01      | Fixed         | 4.50%                 | 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      | $337.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $277910.14    | 0.01%             | 2034-03-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                   | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    375000 | PA      | $388461.22    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141861.16    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $36129.20     | 0.00%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                               | ABN AMRO Bank NV                                                                | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      8709 | NS      | $279380.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co                                              | General Motors Co                                                               | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     16900 | NS      | $1030393.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW S WALES TREASURY CRP                                       | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    790000 | PA      | $520438.70    | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                                 | CQS US CLO 2023-3 Ltd                                                           | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   7250000 | PA      | $7271093.15   | 0.22%             | 2037-01-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| PGIM Jennison International Op                                 | PGIM Jennison International Op                                                  | CUSIP: 743969586<br>LEI: WRQUT6HDPYGSBE373O92 | Long             | EC               | RF                | US        |    549570 | NS      | $19899945.49  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $25800.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                       | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34881.81     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF S                                       | Societe Nationale SNCF SACA                                                     | CUSIP: 000000000<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $338126.40    | 0.01%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -437000 | NC      | $-1297.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp                                                    | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      6800 | NS      | $192440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $112510.39    | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                            | Henkel AG & Co KGaA                                                             | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |      2545 | NS      | $205346.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                          | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72745.23     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1056 | NC      | $385024.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $606191.37    | 0.02%             | 2032-07-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LA POSTE SA                                                    | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121240.62    | 0.00%             | 2030-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1755 | NC      | $96334.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                     | Nucor Corp                                                                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      2300 | NS      | $311489.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1168355.86   | 0.04%             | 2030-11-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213752.42    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                          | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |    494000 | PA      | $566815.14    | 0.02%             | 2027-05-26      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US LONG BOND(CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       545 | NC      | $1290688.95   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                     | Skanska AB                                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      7334 | NS      | $190360.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $262.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                     | BOC Hong Kong Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |     58500 | NS      | $274059.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                        | Heidelberg Materials AG                                                         | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |      1434 | NS      | $324149.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                             | Province of Quebec Canada                                                       | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2030000 | PA      | $1476956.35   | 0.05%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                       | Bellis Acquisition Co PLC                                                       | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    833000 | PA      | $990208.45    | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                          | General Dynamics Corp                                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      5215 | NS      | $1778315.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22380.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    657882 | PA      | $687507.82    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                      | Partners Group Holding AG                                                       | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       281 | NS      | $367663.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions                                 | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     14300 | NS      | $959101.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                                   | Klepierre SA                                                                    | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      1982 | NS      | $77377.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                               | CVC Cordatus Loan Fund XIV DAC                                                  | CUSIP: 000000000<br>LEI: 635400UH3DTSYN3K2540 | Long             | ABS-CBDO         | CORP              | IE        |    824449 | PA      | $968296.30    | 0.03%             | 2032-05-22      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                   | Veralto Corp                                                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      1700 | NS      | $181237.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV A/S                                                        | DSV A/S                                                                         | CUSIP: 000000000<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       342 | NS      | $68321.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                  | Amphenol Corp                                                                   | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      4200 | NS      | $519750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS NOK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-27535.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $67951.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2024-5C1                                  | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $943312.32    | 0.03%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94042.14     | 0.00%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                       | Hermes International SCA                                                        | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        58 | NS      | $142624.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $452.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                             | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1686822.05   | 0.05%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834NF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $87042.50     | 0.00%             | 2044-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                      | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      1595 | NS      | $100635.30    | 0.00%             |  |  |  | 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      | $2516.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                        | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $891984.49    | 0.03%             | 2031-02-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                  | CME Group Inc                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       570 | NS      | $154008.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Lt                                 | Mitsubishi Heavy Industries Ltd                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     18100 | NS      | $473660.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                            | Erste Group Bank AG                                                             | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1175 | NS      | $115505.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                                    | PPM CLO 2018-1 Ltd                                                              | CUSIP: 69355DAA5<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |    401401 | PA      | $401665.20    | 0.01%             | 2031-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                             | Cenovus Energy Inc                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |     21987 | NS      | $373322.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGION OF ILE DE FRANCE                                        | Region of Ile de France                                                         | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $233789.02    | 0.01%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co Ltd                                         | Yamazaki Baking Co Ltd                                                          | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9600 | NS      | $213723.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                        | Inter-American Development Bank                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $312879.00    | 0.01%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF PERU                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-11914.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                             | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    236000 | PA      | $252343.00    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                    | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      6732 | NS      | $184048.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6959.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                | AdaptHealth LLC                                                                 | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $449535.72    | 0.01%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EMIRATES TELECOM GROUP                                         | Emirates Telecommunications Group Co PJSC                                       | CUSIP: 000000000<br>LEI: 529900XDPQPWEQ9BGB80 | Long             | DBT              | CORP              | AE        |    300000 | PA      | $293616.99    | 0.01%             | 2033-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | IRS MYR                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $7235.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $111245.07    | 0.00%             | 2039-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                        | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1668405.36   | 0.05%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                         | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107748.56    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                           | Booking Holdings Inc                                                            | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       320 | NS      | $1727766.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                              | Hormel Foods Corp                                                               | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      6300 | NS      | $155862.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-19643.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSPORT FOR LONDON                                           | Transport for London                                                            | CUSIP: 000000000<br>LEI: 213800FGQ9DJHGRLQZ89 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $263600.40    | 0.01%             | 2031-12-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GPT Group/The                                                  | GPT Group/The                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     33321 | NS      | $118307.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                          | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       628 | NS      | $119684.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                   | Barclays PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $143218.40    | 0.00%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | BP CURRENCY                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              | CORP              | US        |       -74 | NC      | $26192.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| St Pauls CLO                                                   | St Paul's CLO IV DAC                                                            | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-CBDO         | CORP              | IE        |    922470 | PA      | $1079935.56   | 0.03%             | 2030-04-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                   | British American Tobacco PLC                                                    | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     14366 | NS      | $764088.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                       | Nice Ltd                                                                        | CUSIP: 000000000<br>LEI: 254900YTY4EF5Z4W0A51 | Long             | EC               | CORP              | IL        |      1306 | NS      | $189192.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63628.48     | 0.00%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings                                  | Allison Transmission Holdings Inc                                               | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      9400 | NS      | $797872.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $674227.38    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                         | Logicor Financing Sarl                                                          | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1149394.95   | 0.04%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 420800000 | PA      | $2475754.33   | 0.08%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                            | Elmwood CLO II Ltd                                                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505755.65   | 0.05%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                 | GE Vernova Inc                                                                  | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      2100 | NS      | $1291290.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LATVIA                                             | Latvia Government International Bond                                            | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    300000 | PA      | $299681.53    | 0.01%             | 2031-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                               | Ocean Trails CLO XV Ltd                                                         | CUSIP: 67515BAA0<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4011212.40   | 0.12%             | 2037-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                   | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1398 | NS      | $516798.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21159.90     | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209670.00    | 0.01%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197226.69    | 0.01%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                   | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $114218.75    | 0.00%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                     | DIAMOND SPORTS GRP LLC- CS                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17132 | NS      | $175603.00    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421262.42    | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -1465000 | NC      | $-11959.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                       | BXMT 2025-FL5 Ltd                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199103.78    | 0.01%             | 2042-10-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc                                     | Daiwa Securities Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800WRC7Y23PWFJG38 | Long             | EC               | CORP              | JP        |      5600 | NS      | $45506.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    565000 | PA      | $495773.69    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $413468.44    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PLATINUM SECURITIES KY                                         | Platinum for Belize Blue Investment Co LLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    250000 | PA      | $223160.00    | 0.01%             | 2040-10-20      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                            | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7600 | NS      | $539980.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -755000 | NC      | $-3161.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129148.69    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re AG                                                    | Swiss Re AG                                                                     | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      2136 | NS      | $396712.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                         | AP Moller - Maersk A/S                                                          | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |        32 | NS      | $62904.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGION OF LAZIO                                                | Region of Lazio Italy                                                           | CUSIP: 000000000<br>LEI: 81560007498E8B065B77 | Long             | DBT              | NUSS              | IT        |    307537 | PA      | $336655.89    | 0.01%             | 2043-03-31      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133382.73    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                            | CBAM 2019-11R Ltd                                                               | CUSIP: 12510TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1780000 | PA      | $1783371.50   | 0.05%             | 2035-01-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                             | Teleperformance SE                                                              | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | EC               | CORP              | FR        |      1059 | NS      | $79100.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                 | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      2800 | NS      | $1362788.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dimensional US Equity Market ETF                               | Dimensional US Equity Market ETF                                                | CUSIP: 25434V401<br>LEI: 549300TG4GW6UKRIBD35 | Long             | EC               | RF                | US        |   2813125 | NS      | $203782775.00 | 6.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANK NA                                            | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454526.43    | 0.01%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209498.86    | 0.01%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                 | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     42065 | NS      | $21787566.75  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                   | PLN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1547.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE, INC.                                           | KOREA 10YR BND                                                                  | CUSIP: 000000000<br>LEI: 549300TJ3RRV6Q1UEW14 | N/A              | DIR              | CORP              | KR        |        22 | NC      | $-17875.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-2                                         | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206578.98    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834EP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $115500.35    | 0.00%             | 2039-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                    | BNP PARIBAS SA                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $718068.50    | 0.02%             | 2028-03-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                    | Equinor ASA                                                                     | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     11865 | NS      | $289341.30    | 0.01%             |  |  |  | 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      | $-39173.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                     | Mizuho Financial Group Inc                                                      | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     12900 | NS      | $433644.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $241197.57    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                     | L'Oreal SA                                                                      | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       763 | NS      | $331513.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                        | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6146.90      | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                             | Vertiv Holdings Co                                                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      1300 | NS      | $196118.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS LP                                                    | Prologis LP                                                                     | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220210.78    | 0.01%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                             | Aqua Finance Issuer Trust 2025-B                                                | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177338 | PA      | $178338.80    | 0.01%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $6806390.63   | 0.21%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                    | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1280000 | PA      | $1462680.96   | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Argenx SE                                                      | Argenx SE                                                                       | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       727 | NS      | $537143.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49606.68     | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                            | SoftBank Group Corp                                                             | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      6300 | NS      | $794937.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Grou                                 | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     33800 | NS      | $950891.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                                      | Janus Henderson Group PLC                                                       | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |     10100 | NS      | $449551.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                           | Alta Equipment Group Inc                                                        | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    620000 | PA      | $579368.39    | 0.02%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $306794.93    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                 | Wesfarmers Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |       800 | NS      | $48666.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                      | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     76835 | NS      | $19564496.05  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                   | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     13760 | NS      | $813335.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                            | Energuate Trust 2 0                                                             | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201275.00    | 0.01%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $222500.00    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73197.44     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                        | Vestas Wind Systems A/S                                                         | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      1876 | NS      | $35687.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                  | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1072757.53   | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-SCHATZ                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -49 | NC      | $5122.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    270000 | PA      | $297134.24    | 0.01%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                          | Becton Dickinson & Co                                                           | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $722527.09    | 0.02%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CHF/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4752.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                        | ABB Ltd                                                                         | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |     19440 | NS      | $1406743.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $179213.12    | 0.01%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                       | Lloyds Banking Group PLC                                                        | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    389273 | NS      | $440495.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                       | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1200 | NS      | $77064.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                           | Schindler Holding AG                                                            | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |       144 | NS      | $52106.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information                                  | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     13646 | NS      | $899817.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                             | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     27400 | NS      | $501694.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                       | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  11235000 | PA      | $652744.46    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    476000 | PA      | $456793.41    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                             | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1968 | NS      | $189387.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                            | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      2079 | NS      | $165259.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $138182.25    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       158 | NC      | $385324.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                           | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188380.22    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   1335000 | NC      | $1.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -4930000 | OU      | $-708.22      | -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      | $8233.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                           | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      9200 | NS      | $582820.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -759000 | NC      | $-2531.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-417.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp                                                     | Aisin Corp                                                                      | CUSIP: 000000000<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |      8700 | NS      | $150250.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834MT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $89558.52     | 0.00%             | 2043-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $46061.99     | 0.00%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $46705.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                              | Siemens Energy AG                                                               | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      4580 | NS      | $538512.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                                     | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90340.54     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                  | GS Mortgage-Backed Securities Trust 2025-RPL3                                   | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98112 | PA      | $95509.84     | 0.00%             | 2065-07-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                  | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     10307 | NS      | $784312.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Ltd                                         | Aristocrat Leisure Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TE2HO3OZKYKC27 | Long             | EC               | CORP              | AU        |      4359 | NS      | $201793.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -43 | NC      | $-11599.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -65680000 | OU      | $-1372.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                      | Epiroc AB                                                                       | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |      2346 | NS      | $44382.73     | 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      | $-97318.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                 | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      3300 | NS      | $953205.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130666.38    | 0.00%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                         | Cie de Saint-Gobain SA                                                          | CUSIP: 000000000<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      4261 | NS      | $461686.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeon Co Ltd                                                    | Aeon Co Ltd                                                                     | CUSIP: 000000000<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      2400 | NS      | $29131.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2024-5YR10                                                                | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $876002.10    | 0.03%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215856.00    | 0.01%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| CSL Ltd                                                        | CSL Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |      2892 | NS      | $380431.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-209.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1353202.49   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Corp                                      | Constellation Energy Corp                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2400 | NS      | $789768.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS JPY PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    874000 | NC      | $0.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp                                                   | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      2304 | NS      | $214709.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $227113.68    | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                          | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155570.87    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                          | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89130.35     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                          | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |  12500000 | PA      | $2180010.88   | 0.07%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-416.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $823028.63    | 0.03%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Houlihan Lokey Inc                                             | Houlihan Lokey Inc                                                              | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       500 | NS      | $102660.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                       | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    796787 | PA      | $743437.72    | 0.02%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                   | AutoZone Inc                                                                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |        30 | NS      | $128707.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Direct Auto Receivable                                 | OneMain Direct Auto Receivables Trust 2019-1                                    | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29238 | PA      | $29212.98     | 0.00%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                  | Intercontinental Exchange Inc                                                   | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      4100 | NS      | $690768.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $920.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $213291.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                      | CK Hutchison Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |     24500 | NS      | $160964.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Core Ultra Short Bond Fund                                | PGIM Core Ultra Short Bond Fund                                                 | CUSIP: 000000000<br>LEI: 1VRLPVAWKZCB406TIT84 | Long             | STIV             | RF                | US        | 297056810 | NS      | $297056809.60 | 9.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94862.09     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200153.16    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                   | CD 2017-CD5 Mortgage Trust                                                      | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $333239.98    | 0.01%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                  | UBS Commercial Mortgage Trust 2019-C16                                          | CUSIP: 90276YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $359229.19    | 0.01%             | 2052-04-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS HUF PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -750000 | NC      | $-1391.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1757000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                                  | Sumitomo Corp                                                                   | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |     15700 | NS      | $454248.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP CDS CDX.NA.IG.44.V1                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  65680000 | OU      | $7431.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                              | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9141 | NS      | $1024888.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NISOURCE INC                                                   | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140909.42    | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                       | RHP Hotel Properties LP / RHP Finance Corp                                      | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $853713.36    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2864.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                             | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54368.22     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                        | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     39369 | NS      | $741533.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                   | UBS Group AG                                                                    | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $199265.10    | 0.01%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                 | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82000 | PA      | $82457.38     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Check Point Software Technolog                                 | Check Point Software Technologies Ltd                                           | CUSIP: 000000000<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | IL        |       900 | NS      | $186219.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1605000 | PA      | $1127512.50   | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                                       | HUDSON RIVER TRADING LLC                                                        | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    341196 | PA      | $341622.94    | 0.01%             | 2030-03-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Hoya Corp                                                      | Hoya Corp                                                                       | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      4700 | NS      | $649870.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                              | Industrivarden AB                                                               | CUSIP: 000000000<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |       724 | NS      | $28762.75     | 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      | $-1033.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                          | Qnity Electronics Inc                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151302.87    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                         | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90388.37     | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJ                                        | Societe Des Grands Projets EPIC                                                 | CUSIP: 000000000<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $506514.81    | 0.02%             | 2030-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211717 | PA      | $2152.31      | 0.00%             | 2027-12-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/T                                 | Bank of New York Mellon Corp/The                                                | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     15608 | NS      | $1700647.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                                         | DBS Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     18730 | NS      | $742790.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $15337.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                 | Bombardier Inc                                                                  | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    282000 | PA      | $282606.30    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS KINGDOM OF MOROCCO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-7263.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -2577000 | NC      | $-26897.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                        | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      4349 | NS      | $524700.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                                  | Marubeni Corp                                                                   | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |     10200 | NS      | $254512.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                         | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22416.80     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -2250000 | NC      | $-34468.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                       | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20300.33     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $351239.79    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                         | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    206000 | PA      | $201880.00    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                          | BANK5 2025-5YR15                                                                | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2181898.95   | 0.07%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                               | GREYWOLF CLO VII Ltd                                                            | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    626933 | PA      | $627109.26    | 0.02%             | 2031-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                  | Rio Tinto PLC                                                                   | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      5541 | NS      | $365165.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                     | Allianz SE                                                                      | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      2312 | NS      | $972720.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                   | Enbridge Inc                                                                    | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44721.45     | 0.00%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $669092.52    | 0.02%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                             | First Horizon Corp                                                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     23400 | NS      | $529074.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS EMIRATE OF ABU DHABI                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-15882.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4455.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -734000 | NC      | $-8857.97     | -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      | $-25906.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                       | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414616.69    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                       | Spain Government Bond                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1800000 | PA      | $1133733.59   | 0.03%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2024-5C29                                                  | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $410631.64    | 0.01%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                     | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     51200 | NS      | $1304576.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF CHILE                                              | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000 | PA      | $801000.00    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-20147.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                                    | Investor AB                                                                     | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      1755 | NS      | $54939.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                     | Neurocrine Biosciences Inc                                                      | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       700 | NS      | $98266.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                       | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43394.35     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    605000 | PA      | $549037.50    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59295.12     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AUSTRIA                                            | Republic of Austria Government International Bond                               | CUSIP: 052591AS3<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |    115000 | PA      | $91608.32     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2021-R02                                    | CUSIP: 20754KAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37305 | PA      | $37753.74     | 0.00%             | 2041-11-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/NZD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2128.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                              | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8970 | NS      | $1663217.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                          | Lithuania Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |    300000 | PA      | $329962.06    | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                          | Tenet Healthcare Corp                                                           | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2900 | NS      | $588816.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                       | AT&T Inc                                                                        | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $488184.08    | 0.02%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7394.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $109697.20    | 0.00%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $174768.75    | 0.01%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30000 | PA      | $29832.61     | 0.00%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                       | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      8000 | NS      | $727600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40579.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                           | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    120000 | PA      | $136095.88    | 0.00%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                              | Trimaran Cavu 2019-1 Ltd                                                        | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7013573.70   | 0.22%             | 2037-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                             | Koninklijke KPN NV                                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |     62248 | NS      | $298761.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14996.68     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                    | Novartis AG                                                                     | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     15607 | NS      | $2006722.96   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-984.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | USD CALL VERSUS EUR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -757000 | NC      | $-3815.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                                | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      8349 | NS      | $791234.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PGIM Jennison Natural Resource Fund                            | PGIM Jennison Natural Resource Fund                                             | CUSIP: 74441K602<br>LEI: GZH8OOEW70J2A1DFJE03 | Long             | EC               | RF                | US        |      4589 | NS      | $313753.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                         | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $345572.99    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23537.02    | -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      | $7860.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Inc                                                   | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     13881 | NS      | $1589652.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                       | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    139697 | NS      | $1323844.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                       | RTX Corp                                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      3901 | NS      | $652754.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement SA                                        | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |      1775 | NS      | $60531.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                         | Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10    | CUSIP: 040104LM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11563 | PA      | $11141.29     | 0.00%             | 2034-10-25      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $49204.75     | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                            | Century Communities Inc                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81000.00     | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                         | Province of Manitoba Canada                                                     | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    625000 | PA      | $358817.50    | 0.01%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $314024.25    | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                            | Carrier Global Corp                                                             | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $250194.75    | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-647280.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4695.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1957.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                 | Salesforce Inc                                                                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3600 | NS      | $853200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                          | Australia Government Bond                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1420000 | PA      | $908306.06    | 0.03%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                                                         | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $122560.25    | 0.00%             | 2028-07-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4200 | NS      | $846426.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd                                             | Honda Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     52000 | NS      | $536605.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                      | Anchorage Capital Clo 11 Ltd                                                    | CUSIP: 03330NAU8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6038863.20   | 0.19%             | 2037-07-22      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                        | GSK PLC                                                                         | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     20240 | NS      | $434592.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $354803.78    | 0.01%             | 2032-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       901 | NS      | $717511.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS AUD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-24668.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    759000 | NC      | $0.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                      | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |      4776 | NS      | $213026.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10022.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| St Pauls CLO                                                   | St Pauls CLO                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4382820 | PA      | $5136920.04   | 0.16%             | 2032-01-17      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                    | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      2700 | NS      | $281826.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                          | Mexico Government International Bond                                            | CUSIP: 91087BBP4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $119533.55    | 0.00%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                   | CaixaBank SA                                                                    | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207566.02    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203601.68    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131014.81    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Avolta AG                                                      | Avolta AG                                                                       | CUSIP: 000000000<br>LEI: 549300X53WDBVW7TIF57 | Long             | EC               | CORP              | CH        |      4221 | NS      | $230482.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                | Gen Digital Inc                                                                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      6600 | NS      | $187374.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | INR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-100516.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  12860000 | OU      | $164.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                            | Societe Generale SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      7705 | NS      | $512970.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                        | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $297022.91    | 0.01%             | 2033-04-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     21305 | NS      | $960855.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp                                                 | Advantest Corp                                                                  | CUSIP: 000000000<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      5100 | NS      | $504608.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                                 | AGL CLO 19 Ltd                                                                  | CUSIP: 001210AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1253790.63   | 0.04%             | 2038-07-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951840.58    | 0.03%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | JPY CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   1330000 | NC      | $0.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $119.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                  | UniCredit SpA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $122886.57    | 0.00%             | 2029-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                  | Clue Opco LLC                                                                   | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2475891.76   | 0.08%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                             | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113998.92    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                               | Santander UK PLC                                                                | CUSIP: 000000000<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $559013.70    | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $512.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                        | OHA Credit Partners XVII Ltd                                                    | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506007.20   | 0.05%             | 2038-01-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56692.49     | 0.00%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                 | Air Products and Chemicals Inc                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      1475 | NS      | $402262.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY                                                        | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    700000 | PA      | $726579.15    | 0.02%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2780000 | PA      | $1788321.88   | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                         | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    300000 | PA      | $345913.87    | 0.01%             | 2026-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2088125.00   | 0.06%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66718.59     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | THB/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1793.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16038.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                               | Connecticut Avenue Securities Trust 2022-R04                                    | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $63444.58     | 0.00%             | 2042-03-25      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co                                         | MatsukiyoCocokara & Co                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     11600 | NS      | $235631.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3585000 | PA      | $3607966.41   | 0.11%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                | Cigna Group/The                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      5046 | NS      | $1454509.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust                                                      | BPR Trust 2021-TY                                                               | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299257.89    | 0.01%             | 2038-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                              | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60898.87     | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $92471.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                        | Starwood Property Trust Inc                                                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642599.36    | 0.02%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities                                 | Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1                       | CUSIP: 03072SNR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4656 | PA      | $4596.48      | 0.00%             | 2034-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                              | Chile Government International Bond                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    121000 | PA      | $145345.90    | 0.00%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                        | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53228.78     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      2814 | NS      | $226949.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS KINGDOM OF SAUDI ARABIA                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-20155.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                               | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8740.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                 | Atlas Copco AB                                                                  | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      9591 | NS      | $144320.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238703 | PA      | $225795.16    | 0.01%             | 2052-08-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                       | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $566660.22    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                        | Recruit Holdings Co Ltd                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      7900 | NS      | $424734.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                                  | P3 Group Sarl                                                                   | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $670814.60    | 0.02%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                               | Deutsche Bank AG                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     15261 | NS      | $540480.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANS                                       | Regie Autonome des Transports Parisiens EPIC                                    | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $642279.97    | 0.02%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                               | Coca-Cola Co/The                                                                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     10308 | NS      | $683626.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICG US CLO Ltd                                                 | ICG US CLO 2018-1 LTD                                                           | CUSIP: 449258AA0<br>LEI: 63540028G9FPZW4LFZ33 | Long             | ABS-CBDO         | CORP              | KY        |     93369 | PA      | $93392.88     | 0.00%             | 2031-04-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    755000 | NC      | $139.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                 | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      4763 | NS      | $813758.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $217882.35    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                        | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1100000 | PA      | $1134439.90   | 0.03%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-315.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                           | Enel Finance International NV                                                   | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190710.32    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      9659 | NS      | $728192.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                      | Chubb Ltd                                                                       | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      5408 | NS      | $1526408.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                 | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     46647 | NS      | $10242281.79  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                        | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253791.07    | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15931.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AST Hotchkis & Wiley Large-Cap Value Portfolio                 | AST Hotchkis & Wiley Large-Cap Value Portfolio                                  | CUSIP: 000000000<br>LEI: 4FTWO00TBMKME1WMYZ73 | Long             | EC               | RF                | US        |    547674 | NS      | $32044389.66  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $204865.08    | 0.01%             | 2031-07-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                       | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $51605.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                             | Banco Santander SA                                                              | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     81049 | NS      | $850554.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                             | 3MO EURO EURIBOR                                                                | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        49 | NC      | $-16445.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IFF                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      2200 | NS      | $135388.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                  | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92357.49     | 0.00%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                     | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    585000 | PA      | $661398.30    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $146465.81    | 0.00%             | 2034-10-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9668.60      | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | EUR/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-57.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS FEDERAL REPUBLIC OF NIGERIA                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $58200.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                              | EUSHI Finance Inc                                                               | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94287.83     | 0.00%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                           | Bulgarian Energy Holding EAD                                                    | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |    100000 | PA      | $117111.49    | 0.00%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software                                  | Take-Two Interactive Software Inc                                               | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       400 | NS      | $103344.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $102900.00    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                            | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     13900 | NS      | $1542900.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                                              | ManpowerGroup Inc                                                               | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      5800 | NS      | $219820.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monument CLO                                                   | Monument Clo 1 DAC                                                              | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-CBDO         | CORP              | IE        |  12000000 | PA      | $14129265.34  | 0.44%             | 2037-05-15      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Fujitsu Ltd                                                    | Fujitsu Ltd                                                                     | CUSIP: 000000000<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     11500 | NS      | $269770.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp                                               | Nitto Denko Corp                                                                | CUSIP: 000000000<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |      5900 | NS      | $139857.98    | 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      | $-35801.13    | -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      | $-17836.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                             | Realty Income Corp                                                              | CUSIP: 756109CR3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $676728.53    | 0.02%             | 2029-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                              | Lam Research Corp                                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     13943 | NS      | $1866967.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                                 | Littelfuse Inc                                                                  | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       600 | NS      | $155406.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Segro PLC                                                      | Segro PLC                                                                       | CUSIP: 000000000<br>LEI: 213800XC35KGM9NFC641 | Long             | EC               | CORP              | GB        |     21626 | NS      | $191088.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                    | ITOCHU Corp                                                                     | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     11300 | NS      | $642951.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                                   | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $124167.53    | 0.00%             | 2030-09-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                   | JELD-WEN Inc                                                                    | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586500.00    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     16400 | NS      | $418364.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                                   | Exelixis Inc                                                                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      2000 | NS      | $82600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                      | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     12354 | NS      | $5494070.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                  | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       500 | NS      | $315140.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                            | Swiss Prime Site AG                                                             | CUSIP: 000000000<br>LEI: 506700XI9H64OPR34158 | Long             | EC               | CORP              | CH        |       568 | NS      | $79570.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                         | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562109.06    | 0.02%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                       | Engie SA                                                                        | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     17807 | NS      | $382788.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                            | Intesa Sanpaolo SpA                                                             | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $360213.98    | 0.01%             | 2032-09-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    288000 | PA      | $289157.56    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                       | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    875000 | PA      | $875164.69    | 0.03%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2025-5C5                                  | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1829783.03   | 0.06%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | EUR/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3726.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                                          | US Foods Holding Corp                                                           | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      1800 | NS      | $137916.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-71294.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                       | Heimstaden Bostad Treasury BV                                                   | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230050.40    | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $81966.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TSB BANK PLC                                                   | TSB Bank PLC                                                                    | CUSIP: 000000000<br>LEI: 549300XP222MV7P3CC54 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $827673.55    | 0.03%             | 2029-03-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-75937.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                         | American Honda Finance Corp                                                     | CUSIP: 026657BF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $353106.10    | 0.01%             | 2028-06-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -755000 | NC      | $-5537.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                                 | Bear Stearns Asset Backed Securities Trust 2003-2                               | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9887 | PA      | $9930.07      | 0.00%             | 2043-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36755.31     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                            | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61023.51     | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                                 | CFCRE Commercial Mortgage Trust 2016-C6                                         | CUSIP: 12532AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355864 | PA      | $352343.68    | 0.01%             | 2049-11-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                                   | Bankinter SA                                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $236808.96    | 0.01%             | 2033-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                       | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16711.29     | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS PEOPLES REPUBLIC OF CHINA                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-64017.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                 | OneMain Financial Issuance Trust 2023-1                                         | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209320.70    | 0.01%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                                       | Mitsubishi Electric Corp                                                        | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     10700 | NS      | $274816.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                 | BBCMS Mortgage Trust 2025-5C34                                                  | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $828058.01    | 0.03%             | 2058-05-15      | Fixed         | 5.66%                 | 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      | $499.04       | 0.00%             |  |  |  | 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      | $583.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                       | Agence Francaise de Developpement EPIC                                          | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $428720.79    | 0.01%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/NOK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $28.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                 | NRG Energy Inc                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50717.88     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                   | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85788.26     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd                                              | Grab Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | EC               | CORP              | SG        |      9200 | NS      | $55384.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379451.05    | 0.01%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                               | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        31 | NC      | $193.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                 | Ford Credit Auto Owner Trust 2023-REV2                                          | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $207984.66    | 0.01%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                    | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2102764.62   | 0.06%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TWD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    865000 | NC      | $17.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric PLC                                             | nVent Electric PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7800 | NS      | $769392.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONWIDE BLDG SOCIETY                                        | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $266422.00    | 0.01%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                                         | Agricultural Development Bank of China                                          | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |   5000000 | PA      | $764035.77    | 0.02%             | 2030-10-27      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                     | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     12079 | NS      | $289022.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                 | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1500000 | PA      | $1542810.00   | 0.05%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS DKK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-33395.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Munich Re                                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1261 | NS      | $805115.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $249401.53    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/ILS FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $232.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1228.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                   | UBS Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     28169 | NS      | $1158127.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                          | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    700000 | PA      | $669205.08    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                             | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    265466 | NS      | $308711.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRH PLC                                                        | CRH PLC                                                                         | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | US        |      3800 | NS      | $455620.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                       | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $534059.79    | 0.02%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-559061.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $22572.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | CDS REPUBLIC OF FRANCE                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-15407.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                             | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $978593.48    | 0.03%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| REA Group Ltd                                                  | REA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 894500KA4UBDATOFPN36 | Long             | EC               | CORP              | AU        |       947 | NS      | $144813.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                   | New Gold Inc                                                                    | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $151887.50    | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-68969.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNCF RESEAU                                                    | SNCF Reseau                                                                     | CUSIP: 000000000<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $90870.34     | 0.00%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    280000 | PA      | $269571.15    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | EUR CALL VERSUS PLN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    755000 | NC      | $0.64         | 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      | $110098.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $285210.95    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| HELVETIA EUROPE SA                                             | Helvetia Europe SA                                                              | CUSIP: 000000000<br>LEI: 549300KW3XYA7W477U50 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $442302.20    | 0.01%             | 2041-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4415.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                         | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $233470.19    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                       | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29746.94     | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                         | AXA SA                                                                          | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     30735 | NS      | $1473897.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                 | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29701.80    | -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      | $13432.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $65094.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co Inc                                               | Ajinomoto Co Inc                                                                | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      5000 | NS      | $143346.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | E-MINI RUSS 2000                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        85 | NC      | $76461.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAISSE FRANCAISE DE FIN                                        | Caisse Francaise de Financement Local SA                                        | CUSIP: 000000000<br>LEI: 549300E6W08778I4OW85 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $219865.40    | 0.01%             | 2029-03-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                        | Nationwide Building Society                                                     | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116583.17    | 0.00%             | 2027-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Obic Co Ltd                                                    | Obic Co Ltd                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4700 | NS      | $163811.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                        | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145252.32    | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-14843.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                   | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99051.21     | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OneMain Holdings Inc                                           | OneMain Holdings Inc                                                            | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      2400 | NS      | $135504.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                             | LONG GILT                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        30 | NC      | $9078.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                            | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111370.50    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS KINGDOM OF NORWAY                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-30.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11686.19     | 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      | $3190.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58260.59     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                    | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $13497.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                       | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9598.80      | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                       | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      4321 | NS      | $600497.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              | CORP              | US        |         1 | NC      | $86.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $421625.28    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PSF PGIM Jennison Value                                        | (PI62580) PSF PGIM Jennison Value                                               | CUSIP: 000000000<br>LEI: P7GE1Q1TW25H6LI8ZC55 | Long             | EC               | RF                | US        |    140307 | NS      | $9618071.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                       | Republic of South Africa Government International Bond                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    245000 | PA      | $196235.20    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                 | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     19663 | NS      | $1650315.59   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    887000 | NC      | $1234.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                       | Infineon Technologies AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     10502 | NS      | $411995.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $114295.50    | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                       | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     16800 | NS      | $474432.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNPP IP Euro CLO                                               | BNPP AM Euro CLO 2018 DAC                                                       | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |   2853686 | PA      | $3328229.39   | 0.10%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                            | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23883.79     | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corp                                         | Yokogawa Electric Corp                                                          | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |      7400 | NS      | $212369.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LI                                       | Power Sector Assets & Liabilities Management Corp                               | CUSIP: 637193BA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    450000 | PA      | $510525.00    | 0.02%             | 2028-05-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29759.31     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                 | SoFi Professional Loan Program 2020-ATrust                                      | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83620 | PA      | $80891.02     | 0.00%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| WPP PLC                                                        | WPP PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     47893 | NS      | $238732.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                          | Maxim Crane Works Holdings Capital LLC                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $503890.88    | 0.02%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS USD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $206439.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                             | BX Trust 2019-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $425244.56    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1787.38     | -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      | $429322.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2442.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                       | Tele2 AB                                                                        | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |     18478 | NS      | $315208.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                          | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    520000 | PA      | $559520.00    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                  | B&G Foods Inc                                                                   | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $797636.12    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                                | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21222 | NS      | $1033935.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Linde PLC                                                      | Linde PLC                                                                       | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |      1500 | NS      | $712500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                                             | Anglo American PLC                                                              | CUSIP: 000000000<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      2844 | NS      | $107239.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                          | Bausch Health Cos Inc                                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $265275.00    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Securities LLC                                             | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8081.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    892000 | NC      | $7.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perrigo Co PLC                                                 | Perrigo Co PLC                                                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      5600 | NS      | $124712.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $203112.00    | 0.01%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                              | Wellfleet CLO 2020-1 Ltd                                                        | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |  10836784 | PA      | $10836784.19  | 0.33%             | 2033-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                  | Fresnillo PLC                                                                   | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |     11360 | NS      | $362369.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens Corning                                                  | Owens Corning                                                                   | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3700 | NS      | $523402.00    | 0.02%             |  |  |  | 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      | $-10303.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                                         | ANZ Group Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     24526 | NS      | $538555.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-86.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| On Holding AG                                                  | On Holding AG                                                                   | CUSIP: 000000000<br>LEI: 506700FB3467B9W95526 | Long             | EC               | CORP              | CH        |      4400 | NS      | $186340.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI Holdings Inc                                               | SBI Holdings Inc                                                                | CUSIP: 000000000<br>LEI: 353800L6LMHYIPSMRQ17 | Long             | EC               | CORP              | JP        |      9900 | NS      | $431021.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BAHN AG                                               | Deutsche Bahn AG                                                                | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $327820.59    | 0.01%             | N/A             | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                            | Turkiye Government International Bond                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    275000 | PA      | $284281.25    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-651.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SFIL SA                                                        | SFIL SA                                                                         | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $699384.66    | 0.02%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143750.00    | 0.00%             | 2032-04-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                               | ASR Nederland NV                                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |      8614 | NS      | $586176.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                       | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    570000 | PA      | $578835.00    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                         | Penn Entertainment Inc                                                          | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299910.45    | 0.01%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -800000 | NC      | $-265.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                       | Renesas Electronics Corp                                                        | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     19900 | NS      | $228953.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14061.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                                  | Lincoln Electric Holdings Inc                                                   | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1500 | NS      | $353745.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                  | Fortescue Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     19311 | NS      | $239156.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA SCOTIA PROVINCE                                           | Province of Nova Scotia Canada                                                  | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $225857.18    | 0.01%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WESCO International Inc                                        | WESCO International Inc                                                         | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      4100 | NS      | $867150.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |    580000 | OU      | $80.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $525939.18    | 0.02%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205410.74    | 0.01%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| SNCF RESEAU                                                    | SNCF Reseau                                                                     | CUSIP: 761034AA5<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |    300000 | PA      | $223625.78    | 0.01%             | 2035-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    375000 | PA      | $329999.94    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF TURKIYE                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $129692.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $86.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                 | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151205 | PA      | $152197.49    | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                | Sony Group Corp                                                                 | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     47400 | NS      | $1362593.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                         | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    975000 | PA      | $540938.69    | 0.02%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Givaudan SA                                                    | Givaudan SA                                                                     | CUSIP: 000000000<br>LEI: 213800SVRMQA1TD91D41 | Long             | EC               | CORP              | CH        |         6 | NS      | $24474.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                | Israel Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $115162.56    | 0.00%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                 | Dcli Bidco LLC                                                                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291003.99    | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPIFRANCE SACA                                                 | Bpifrance SACA                                                                  | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $465141.84    | 0.01%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                              | NatWest Group PLC                                                               | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     92169 | NS      | $651022.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core S&P 500 ETF                                       | iShares Core S&P 500 ETF                                                        | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |    106675 | NS      | $71397577.50  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $608826.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                           | Banca Mediolanum SpA                                                            | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      8023 | NS      | $161140.25    | 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      | $-571.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                     | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75701.47     | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux MPC Sarl                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    358000 | PA      | $375789.02    | 0.01%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                      | Aegon Ltd                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |     24285 | NS      | $195785.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                 | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     20322 | NS      | $1922257.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resona Holdings Inc                                            | Resona Holdings Inc                                                             | CUSIP: 000000000<br>LEI: 52990067JE75XZCYYT81 | Long             | EC               | CORP              | JP        |     36000 | NS      | $367102.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563308.81    | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16514.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF              | iShares J.P. Morgan USD Emerging Markets Bond ETF                               | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |     31596 | NS      | $3007623.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                              | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        11 | NC      | $-221.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS JPY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-160192.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                            | Abbott Laboratories                                                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      4568 | NS      | $611837.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                | T-Mobile US Inc                                                                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      2700 | NS      | $646326.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                                                | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      1200 | NS      | $113244.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                 | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    965000 | PA      | $975495.18    | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                          | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      2134 | NS      | $600661.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                       | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $223000.00    | 0.01%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                           | Banco de Sabadell SA                                                            | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $122923.04    | 0.00%             | 2030-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   2577000 | NC      | $1521.01      | 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      | $11322.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirvac Group                                                   | Mirvac Group                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    121521 | NS      | $182486.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp                                              | Konami Group Corp                                                               | CUSIP: 000000000<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       500 | NS      | $72130.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2110081 | PA      | $2128949.16   | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29886.36     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                               | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35060.91     | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13079000 | PA      | $12091944.22  | 0.37%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                       | Rolls-Royce Holdings PLC                                                        | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     77467 | NS      | $1245224.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                       | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    135000 | PA      | $157943.41    | 0.00%             | 2035-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $66327.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $263354.73    | 0.01%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                      | Thales SA                                                                       | CUSIP: 000000000<br>LEI: 529900FNDVTQJOVVPZ19 | Long             | EC               | CORP              | FR        |      1015 | NS      | $320856.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                           | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $124039.56    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Swedish Orphan Biovitrum AB                                    | Swedish Orphan Biovitrum AB                                                     | CUSIP: 000000000<br>LEI: 549300124Y3MQI87PT35 | Long             | EC               | CORP              | SE        |      6045 | NS      | $184784.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC LTD                                                       | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $702351.93    | 0.02%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                      | Emera Inc                                                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11055.00     | 0.00%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                          | Toronto-Dominion Bank/The                                                       | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $610486.45    | 0.02%             | 2031-09-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| PENSION INSURANCE                                              | Pension Insurance Corp PLC                                                      | CUSIP: 000000000<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $808957.35    | 0.02%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                     | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3670.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd                                           | Mitsui OSK Lines Ltd                                                            | CUSIP: 000000000<br>LEI: 353800P8O843TMAZ6S09 | Long             | EC               | CORP              | JP        |      1300 | NS      | $39467.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp                                                    | Kajima Corp                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2100 | NS      | $61204.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKE Inc                                                       | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2716 | NS      | $189386.68    | 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      | $11007.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd                                                | Coles Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |     13682 | NS      | $210604.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                           | Parker-Hannifin Corp                                                            | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      2053 | NS      | $1556481.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                    | Phillips 66                                                                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      3000 | NS      | $408060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CNY                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4145.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                                     | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | GB        |      7892 | NS      | $93271.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT TERMINAL MALTA                                        | Freeport Terminal Malta PLC                                                     | CUSIP: 356834AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | MT        |    300000 | PA      | $316249.22    | 0.01%             | 2028-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                          | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4150000 | PA      | $22852.82     | 0.00%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11884.47     | 0.00%             |  |  |  | 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      | $-8289.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                            | Adif Alta Velocidad                                                             | CUSIP: 000000000<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $476593.39    | 0.01%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                             | JAPAN 10Y BOND(OSE)                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |         3 | NC      | $-21097.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5280.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                     | iShares Core MSCI EAFE ETF                                                      | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |      6501 | NS      | $567602.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                          | Level 3 Financing Inc                                                           | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1686839.88   | 0.05%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                  | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     13953 | NS      | $1328883.72   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    969849 | PA      | $980303.69    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vicinity Ltd                                                   | Vicinity Ltd                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    118794 | NS      | $197912.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                               | S&P500 EMINI                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       153 | NC      | $444613.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                          | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    273000 | PA      | $278956.10    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                  | Sierra Timeshare 2025-2 Receivables Funding LLC                                 | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88802 | PA      | $89583.50     | 0.00%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $223265.67    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                      | ONEOK Inc                                                                       | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118194.03    | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                             | Expand Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577318.90    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNWZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80669 | PA      | $536.92       | 0.00%             | 2026-07-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| SITC International Holdings Co                                 | SITC International Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |     52000 | NS      | $200196.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                                    | Coupang Inc                                                                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |      3400 | NS      | $109480.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -887000 | NC      | $-497.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                       | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $122097.68    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS CAD                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1509.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | CZK/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-63456.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                      | Alstom SA                                                                       | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |     15584 | NS      | $407777.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                               | Greywolf CLO II Ltd                                                             | CUSIP: 398079AW3<br>LEI: 549300DX0ZYWEZ6TY764 | Long             | ABS-CBDO         | CORP              | KY        |   2859000 | PA      | $2862843.64   | 0.09%             | 2034-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                          | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36720.52     | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                         | Power Finance Corp Ltd                                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $563268.10    | 0.02%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| NEC Corp                                                       | NEC Corp                                                                        | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     13100 | NS      | $419319.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $80992.00     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33049.55     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                  | AIA Group Ltd                                                                   | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     40800 | NS      | $391025.80    | 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      | $37534.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                | Caterpillar Inc                                                                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       600 | NS      | $286290.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                     | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1550000 | NC      | $1.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                               | Invesco Euro CLO I DAC                                                          | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |   2417021 | PA      | $2832582.58   | 0.09%             | 2031-07-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                               | Beazer Homes USA Inc                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1131854.44   | 0.03%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                      | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265075.18    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                           | OneMain Finance Corp                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321754.13    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                 | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327164 | PA      | $325951.46    | 0.01%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                          | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $882752.93    | 0.03%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries L                                 | Sumitomo Electric Industries Ltd                                                | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      8100 | NS      | $230477.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                   | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      6400 | NS      | $724608.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                               | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $380858.25    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                         | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $120927.15    | 0.00%             | N/A             | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | TRS TREASURY BOND                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |         1 | NC      | $5474.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                        | Honeywell International Inc                                                     | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $480022.08    | 0.01%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LANXESS AG                                                     | LANXESS AG                                                                      | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | EC               | CORP              | DE        |      5279 | NS      | $131443.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199716.42    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | CDS CITIGROUP INC                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $7489.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                            | Elevance Health Inc                                                             | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       300 | NS      | $96936.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                                   | KBC Group NV                                                                    | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $136688.91    | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEA Group AG                                                   | GEA Group AG                                                                    | CUSIP: 000000000<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      1675 | NS      | $123836.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valvoline Inc                                                  | Valvoline Inc                                                                   | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      7800 | NS      | $280098.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                 | SWOP IRS USD                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -2560000 | OU      | $-2904.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                               | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205334 | PA      | $182503.16    | 0.01%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                       | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5683.06     | -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      | $473034.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | TWD CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1827000 | NC      | $-2917.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                                | Pro Medicus Ltd                                                                 | CUSIP: 000000000<br>LEI: 98450085A903D1BMFF27 | Long             | EC               | CORP              | AU        |       400 | NS      | $81438.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                | Antofagasta PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | EC               | CORP              | CL        |      2548 | NS      | $94759.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                      | Nokia Oyj                                                                       | CUSIP: 000000000<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |     68625 | NS      | $330003.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                           | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    475000 | PA      | $355606.76    | 0.01%             | 2049-10-17      | 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      | $-35850.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219263.05    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                           | Freeport-McMoRan Inc                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     19400 | NS      | $760868.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $835.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                  | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268513.90    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1215000 | PA      | $1222783.59   | 0.04%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                 | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $262873.96    | 0.01%             | 2051-08-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                | Nordea Bank Abp                                                                 | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     26277 | NS      | $432618.79    | 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      | $40589.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       593 | NC      | $772763.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                                 | Five Below Inc                                                                  | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2700 | NS      | $417690.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton Dickinson & Co                                          | Becton Dickinson & Co                                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       886 | NS      | $165832.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                      | CDS INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-10891.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                               | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      7600 | NS      | $733324.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                       | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1220445.20   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kirin Holdings Co Ltd                                          | Kirin Holdings Co Ltd                                                           | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |      7200 | NS      | $105488.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14355.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac REMICS                                                              | CUSIP: 3137FNH29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70752 | PA      | $14421.99     | 0.00%             | 2049-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                        | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1127.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                       | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -355000 | NC      | $-2389.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                     | FedEx Corp                                                                      | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3000 | NS      | $707430.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                          | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42751.76     | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | Freddie Mac Pool                                                                | CUSIP: 3133KRQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    813275 | PA      | $837541.92    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                          | CDS COMMERZBANK AG                                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $494.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                          | EG Global Finance PLC                                                           | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $2057123.45   | 0.06%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GENERALITAT DE VALENCIA                                        | Autonomous Community of Valencia Spain                                          | CUSIP: 000000000<br>LEI: 959800JTH4A3B38MJ379 | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $493927.53    | 0.02%             | 2027-06-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                         | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    225000 | PA      | $213187.50    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $218123.53    | 0.01%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                    | Reckitt Benckiser Group PLC                                                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      5760 | NS      | $443531.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Naziona                                 | Terna - Rete Elettrica Nazionale                                                | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |     17031 | NS      | $172838.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                                   | Bankinter SA                                                                    | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |      3024 | NS      | $47804.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $118981.15    | 0.00%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                           | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       200 | NS      | $99842.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS REPUBLIC OF PHILIPPINES                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-14787.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark                                                        | Aramark                                                                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      3200 | NS      | $122880.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                         | CDS ARAB REPUBLIC OF EGYPT                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $55863.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                               | Beazer Homes USA Inc                                                            | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49954.53     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                          | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200389 | PA      | $205398.23    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                     | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1879 | NS      | $1283187.89   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIPS                                                         | United States Treasury Strip Coupon                                             | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $94867.94     | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5740000 | PA      | $5759955.47   | 0.18%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                 | Commerzbank AG                                                                  | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |      2658 | NS      | $100637.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                       | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $178194.54    | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Holdings Inc                                             | Crown Holdings Inc                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1200 | NS      | $115908.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                          | Daiichi Sankyo Co Ltd                                                           | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      1500 | NS      | $33750.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                            | Sound Point CLO II Ltd                                                          | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |    229790 | PA      | $229928.55    | 0.01%             | 2031-01-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                                         | Krung Thai Bank PCL/Cayman Islands                                              | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $198875.00    | 0.01%             | N/A             | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                          | Qnity Electronics Inc                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97116.59     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Zoom Communications Inc                                        | Zoom Communications Inc                                                         | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      9100 | NS      | $750750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                      | IRS GBP                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-84902.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                         | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    170000 | PA      | $168801.97    | 0.01%             | 2034-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                          | Republic Services Inc                                                           | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1384 | NS      | $317600.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                                     | Asics Corp                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |     22000 | NS      | $575684.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                    | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89725.23     | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                         | Yara International ASA                                                          | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |     10223 | NS      | $374713.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                    | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -107 | NC      | $-294477.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                              | CDS FEDERATIVE REPUBLIC OF BRAZIL                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $462.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                  | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | IL        |      7524 | NS      | $46981.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                    | National Australia Bank Ltd                                                     | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |     13236 | NS      | $386117.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer